"Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities"
Year of publication: |
2010-12
|
---|---|
Authors: | Solá, Martín ; Psaradakis, Zacharias ; Spagnolo, Fabio ; Spagnolo, Nicola |
Institutions: | Departamento de Economía, Universidad Torcuato Di Tella |
Subject: | Markov switching | Monte Carlo experiments | Time-varying transition probabilities |
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