Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
Year of publication: |
2011-01-06
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Authors: | Cakmakli, Cem ; Paap, Richard ; Dijk, Dick van |
Institutions: | Tinbergen Institute |
Subject: | imperfect synchronization | phase shifts | regime-switching models | Bayesian analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 11-002/4 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
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