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Identification in discrete Markov decision models
Srisuma, Sorawoot - In: Econometric theory 31 (2015) 3, pp. 521-538
Persistent link: https://www.econbiz.de/10011290906
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Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
Chen, Le-Yu - In: Econometric theory 33 (2017) 3, pp. 551-577
Persistent link: https://www.econbiz.de/10011810036
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Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometric theory 26 (2010) 4, pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
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Closed-form identification of dynamic discrete choice models with proxies for unobserved state variables
Hu, Yingyao; Sasaki, Yuya - In: Econometric theory 34 (2018) 1, pp. 166-185
Persistent link: https://www.econbiz.de/10011950931
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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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Integrated Markov-switching GARCH process
Liu, Ji-Chun - In: Econometric theory 25 (2009) 5, pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
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On the stationarity of Markov-switching GARCH processes
Abramson, Ari; Cohen, Israel - In: Econometric theory 23 (2007) 3, pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 27 (2011) 6, pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
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A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.; Swarthout, J. Todd; Wei, Lijia - In: Econometric theory 31 (2015) 4, pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
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Hidden Markov structures for dynamic copulae
Härdle, Wolfgang; Okhrin, Ostap; Wang, Weining - In: Econometric theory 31 (2015) 5, pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496