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~person:"Kim, Chang-jin"
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Search: subject_exact:"Markov process"
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22
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Kim, Chang-jin
Elliott, Robert J.
47
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
33
Stachurski, John
30
Dijk, Herman K. van
28
Guidolin, Massimo
28
Gupta, Rangan
28
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Lütkepohl, Helmut
25
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Sola, Martin
24
Kaufmann, Sylvia
23
Balbus, Lukasz
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
Doraszelski, Ulrich
20
Paap, Richard
20
Ravazzolo, Francesco
20
Frühwirth-Schnatter, Sylvia
19
Kamihigashi, Takashi
19
Leiva-Leon, Danilo
19
D'Amico, Guglielmo
18
Dijk, Dick van
18
Farmer, Roger E. A.
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
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ECONIS (ZBW)
22
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
3
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
Saved in:
4
Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979877
Saved in:
5
The dynamic relationship between permanent and transitory components of U.S. business cycles
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965211
Saved in:
6
Nonlinearity and the permanent effects of recessions
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973965
Saved in:
7
Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008656405
Saved in:
8
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
9
Permanent and transitory components of business cycles : their relative importance and dynamic relationship
Kim, Chang-jin
;
Piger, Jeremy Max
;
Startz, Richard
-
2001
Persistent link: https://www.econbiz.de/10001580220
Saved in:
10
Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10003813118
Saved in:
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