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Markov-Switching common dynamic factor model with mixed-frequency data
Kholodilin, Konstantin A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700047
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Stylized facts test for the signal-extraction techniques
Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001716357
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Dealing with structural changes in the common dynamic factor model : deterministic mechanism
Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001716869
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Two alternative approaches to modelling the nonlinear dynamics of the composite economic indicator
Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717439