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Regime-Switching Global Vector Autoregressive Models

Binder, Michael - 2013

The purpose of the paper is to develop a Regime-Switching Global Vector Autoregressive (RS-GVAR) model. The RS-GVAR model allows for recurring or non-recurring structural changes in all or a subset of countries. It can be used to generate regime-dependent impulse response functions which are...

Persistent link: https://www.econbiz.de/10013078535

A new multivariate count data model to study multi-category physician prescription behavior

Dong, Xiaojing; Chintagunta, Pradeep K.; Manchanda, Puneet - In: Quantitative marketing and economics : QME 9 (2011) 3, pp. 301-337

Persistent link: https://www.econbiz.de/10009348625

Deviance information criterion for latent variable models and misspecified models

Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 216 (2020) 2, pp. 450-493

Persistent link: https://www.econbiz.de/10012439750

State space models with endogenous regime switching

Chang, Yoosoon; Tan, Fei; Wei, Xin - 2018 - This version: November 29, 2018

Persistent link: https://www.econbiz.de/10012223866

A smooth transition finite mixture model for accommodating unobserved heterogeneity

Kappe, Eelco; DeSarbo, Wayne; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 580-592

Persistent link: https://www.econbiz.de/10012262497

Dynamic variable selection in dynamic logistic regression : an application to Internet subscription

Ramírez, Andrés - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 909-932

Persistent link: https://www.econbiz.de/10012259995

Reversible Jump Markov Chain Monte Carlo : some applications to macroeconometrics

Neuhoff, Daniel Ferdinand - 2016

Persistent link: https://www.econbiz.de/10011569179

Combination schemes for turning point predictions

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012

Persistent link: https://www.econbiz.de/10011629026

Bayesian graphical models for structural vector autoregressive processes

Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - 2012

Persistent link: https://www.econbiz.de/10011629070

Bayesian model averaging under regime switching with application to cyclical macro variable forecasting

Shi, Jianmin - In: Journal of forecasting 35 (2016) 3, pp. 250-262

Persistent link: https://www.econbiz.de/10011580285

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