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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000947745
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Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001583871
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Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes
Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011610480
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Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
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Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Dueker, Michael; Sola, Martin; Spagnolo, Fabio - In: Journal of econometrics 141 (2007) 2, pp. 517-547
Persistent link: https://www.econbiz.de/10003571319
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Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael (contributor); Sola, Martin (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000593179
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An estimated DSGE model of the Indian economy
Gabriel, Vasco J.; Levinse, Paul; Pearlman, Joseph; Yang, Bo - In: The Oxford handbook of the Indian economy, (pp. 835-890). 2012
Persistent link: https://www.econbiz.de/10009577799