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Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong; Mariano, Roberto S. - 1997
Persistent link: https://www.econbiz.de/10000982524
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986515
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Block updating in constrained Markov chain Monte Carlo sampling
Hurn, Merrilee A.; Rue, Håvard; Sheehan, Nuala A. - 1997 - Preprint
Persistent link: https://www.econbiz.de/10000969561
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Erratum: the likelihood ratio test under nonstandard conditions : testing the Markov switching model of GNP
Hansen, Bruce E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000919087
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel - 1998
Persistent link: https://www.econbiz.de/10000997344
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel - 1998
Persistent link: https://www.econbiz.de/10000998050
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Time-continuous Markov chain estimation techniques in demographic models. By Jan M. Hoem
Hoem, Jan M. - 1968
Persistent link: https://www.econbiz.de/10000583451
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Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445