Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths
Year of publication: |
2004-08-11
|
---|---|
Authors: | Chib ; Siddhartha ; Dueker |
Institutions: | Econometric Society |
Subject: | Regime switching | Markov Chain Monte Carlo |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society North American Summer Meetings 2004 Number 600 |
Classification: | F42 - International Policy Coordination and Transmission ; C25 - Discrete Regression and Qualitative Choice Models ; C22 - Time-Series Models |
Source: |
-
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths
Dueker, Michael, (2004)
-
Characterizing Movements of the U.S. Current Account Deficit
Middendorf, Torge, (2004)
-
Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model
Petrovska, Magdalena, (2016)
- More ...
-
Wagner, Joachim, (1989)
-
Advances in economics and econometrics: theory and applications ; Vol. 1
Kreps, David M., (1997)
-
Advances in economics and econometrics: theory and applications ; Vol. 2
Kreps, David M., (1997)
- More ...