The extended switching regression model : allowing for multiple latent state variables
Year of publication: |
2007
|
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Authors: | Preminger, Arie ; Ben-Zion, Uri ; Wettstein, David |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 26.2007, 7, p. 457-473
|
Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | USA | United States | 1989-1995 |
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