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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~isPartOf:"Working papers"
~person:"Billio, Monica"
~person:"Douhan, Robin"
~person:"Epstein, Gil S."
~person:"Manzini, Paola"
~person:"Ranjan, Priya"
~subject:"Time series analysis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Billio, Monica
Douhan, Robin
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Guégan, Dominique
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Discussion paper series / IZA
Finance and economics discussion series
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Working papers
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
2
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Kaufmann, Sylvia
; …
-
2018
Persistent link: https://www.econbiz.de/10011869075
Saved in:
3
Markov switching models for volatility : filtering, approximation and duality
Billio, Monica
;
Cavicchioli, Maddalena
-
2013
Persistent link: https://www.econbiz.de/10011629075
Saved in:
4
Business cycle analysis with multivariate Markov switching models
Anas, Jacques
;
Billio, Monica
;
Ferrara, Laurent
;
Lo …
-
2007
Persistent link: https://www.econbiz.de/10003912305
Saved in:
5
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
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