Showing 1 - 4 of 4
In a discrete model, the predicted probabilities of a particular eventcan be matched to the observed (0, I) outcomes and this will give riseto a measure of fit for that event. Previous results for the binomialmodel are applied to multinomial models. In these models the measureof fit will vary...
Persistent link: https://www.econbiz.de/10011317446
Persistent link: https://www.econbiz.de/10009767004
Persistent link: https://www.econbiz.de/10009725302
these analyses. We first derive first and second moments conditional on only a set of regime probabilities. Next, we propose … generalized impulse response functions of first and second moments to shocks originating from the regime process, the structural …
Persistent link: https://www.econbiz.de/10012621564