Transition Variables in the Markov-switching Model: Some Small Sample Properties
Year of publication: |
2005-03-21
|
---|---|
Authors: | Erlandsson, Ulf |
Institutions: | Nationalekonomiska Institutionen, Ekonomihögskolan |
Subject: | regime switching | transition probability | small-sample |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2005:25 16 pages |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: |
-
Transition Variables in the Markov-switching Model: Some Small Sample Properties
Erlandsson, Ulf, (2005)
-
Reconnecting the Markov Switching Model with Economic Fundamentals
Erlandsson, Ulf, (2004)
-
Reconnecting the Markov Switching Model with Economic Fundamentals
Erlandsson, Ulf, (2004)
- More ...
-
Regime Switches in Swedish Interest Rates
Erlandsson, Ulf, (2002)
-
Arias, Guillaume, (2004)
-
Reconnecting the Markov Switching Model with Economic Fundamentals
Erlandsson, Ulf, (2004)
- More ...