Markov-switching three-pass regression filter
Pierre Guérin, Danilo Leiva-Leon, Massimiliano Marcellino
| Year of publication: |
2020
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|---|---|
| Authors: | Guérin, Pierre ; Leiva-Leon, Danilo ; Marcellino, Massimiliano |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 2, p. 285-302
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| Subject: | Factor model | Forecasting | Markov-switching | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Frühindikator | Leading indicator | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1497508 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262467