Transition Variables in the Markov-switching Model: Some Small Sample Properties
Year of publication: |
2005
|
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Authors: | Erlandsson, Ulf |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | regime switching | transition probability | small-sample |
Series: | Working Paper ; 2005:25 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 482114088 [GVK] hdl:10419/259910 [Handle] RePEc:hhs:lunewp:2005_025 [RePEc] |
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)
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Reconnecting the Markov Switching Model with Economic Fundamentals
Erlandsson, Ulf, (2004)
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Reconnecting the Markov Switching Model with Economic Fundamentals
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Regime Switches in Swedish Interest Rates
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Reconnecting the Markov Switching Model with Economic Fundamentals
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Arias, Guillaume, (2004)
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