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Econometrics: Models of Regime Changes

  • Piger J
Springer New York, (2009), 190-202
DOI: 10.1007/978-1-4419-7701-4_10
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Abstract

Glossary Definition of the Subject Introduction Threshold and Markov-Switching Models of Regime Change Estimation of a Basic Markov-Switching Model Extensions of the Basic Markov-Switching Model Specification Testing for Markov-Switching Models Empirical...

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Piger, J. (2009). Econometrics: Models of Regime Changes. In Complex Systems in Finance and Econometrics (pp. 190–202). Springer New York. https://doi.org/10.1007/978-1-4419-7701-4_10

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