Search results with tag "Econometric modelling of markov switching"

Econometric Modelling of Markov-Switching Vector ...

Econometric Modelling of Markov-Switching Vector Autoregressions using MSVAR for Ox BY HANS-MARTIN KROLZIG Institute of Economics and Statistics and Nuffield College, Oxford.

  Using, Switching, Modelling, Vector, Econometrics, Markov, Autoregression, Econometric modelling of markov switching, Econometric modelling of markov switching vector autoregressions using