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Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-jin
;
Piger, Jeremy Max
;
Startz, Richard
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 263-273
Persistent link: https://www.econbiz.de/10003722601
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Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
3
Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-Jin
;
Piger, Jeremy
;
Startz, Richard
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 263-273
Persistent link: https://www.econbiz.de/10007910772
Saved in:
4
Trend/cycle decomposition of regime-switching processes
Morley, James
;
Piger, Jeremy
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-227
Persistent link: https://www.econbiz.de/10008898223
Saved in:
5
Trend-cycle decomposition of regime-switching processes
Morley, James
;
Piger, Jeremy
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10008135103
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