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~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Emerging markets review"
~subject:"ARCH model"
~subject:"Emerging economies"
~subject:"Estimation"
~subject:"Multivariate distribution"
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Search: subject_exact:"Markov process"
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ARCH model
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Markov chain
88
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Dimitrakopoulos, Stefanos
4
Ajmi, Ahdi Noomen
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Gupta, Rangan
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Econometric theory
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37
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32
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32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
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29
International journal of forecasting
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ECONIS (ZBW)
29
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
4
Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur
;
Ayouba, Kassoum
;
Le Gallo, Julie
- In:
Economics letters
163
(
2018
),
pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
Saved in:
5
Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos
- In:
Economics letters
171
(
2018
),
pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
Saved in:
6
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
7
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
8
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
9
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
10
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
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