ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS

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PSARADAKIS Z.; SPAGNOLO N.

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Journal Paper

Paper Information

Journal: JOURNAL OF TIME SERIES ANALYSIS Year:2003 | Volume:24 | Issue:2 Page(s): 237-252

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Information Journal Paper

Title

ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS

Author(s)

PSARADAKIS Z. | SPAGNOLO N. | Issue Writer Certificate

Keywords

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Abstract

Cites

STUDYING RECESSIONS AND BOOMS IN IRAN ECONOMY BY USING MARKOV SWITCHING MODEL
ASSESSING THE EFFECTS OF OIL PRICE SHOCKS ON TEHRAN EXCHANGE STOCK RETURNS: USING WAVELET DECOMPOSITION AND MARKOV SWITCHING
ASSESSING THE ASYMMETRIC EFFECTS OF CRUDE OIL SHOCKS ON THE IRANIAN ECONOMY IN ECONOMIC REGIMES: MARKOV SWITCHING MODEL

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APA: Copy

PSARADAKIS, Z., & SPAGNOLO, N.. (2003). ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. JOURNAL OF TIME SERIES ANALYSIS, 24(2), 237-252. SID. https://sid.ir/paper/600102/en

Vancouver: Copy

PSARADAKIS Z., SPAGNOLO N.. ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS. JOURNAL OF TIME SERIES ANALYSIS[Internet]. 2003;24(2):237-252. Available from: https://sid.ir/paper/600102/en

IEEE: Copy

Z. PSARADAKIS, and N. SPAGNOLO, “ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS,” JOURNAL OF TIME SERIES ANALYSIS, vol. 24, no. 2, pp. 237–252, 2003, [Online]. Available: https://sid.ir/paper/600102/en

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