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Lecture on the markov switching model
Found 2 free book(s)LECTURE ON THE MARKOV SWITCHING MODEL
homepage.ntu.edu.tw2.1 A Simple Model 4 may be \jumpy" (switching back and forth between di erent states). If s t is postulated as the indicator variable 1 f t cgsuch that s t = 0 or 1 depending on whether the value of t is greater than the cut-o (threshold) value c, (2.1) becomes a threshold model. It is quite common to choose a lagged dependent variable (say, z
MATHEMATICAL METHODS in SCIENCE - wseas.org
www.wseas.orgMATHEMATICAL METHODS in SCIENCE and MECHANICS Proceedings of the 16th International Conference on Mathematical Methods, Computational Techniques and …