Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions
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Published By Springer Berlin Heidelberg

9783540630739, 9783642516849

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Extensions of the Basic MS-VAR Model

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_11 ◽

1997 ◽

pp. 199-211

Author(s):

Hans-Martin Krolzig

Keyword(s):

Var Model

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VARMA-Representation of MSI-VAR and MSM-VAR Processes

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_4 ◽

1997 ◽

pp. 47-64 ◽

Cited By ~ 1

Author(s):

Hans-Martin Krolzig

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Epilogue

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_15 ◽

1997 ◽

pp. 329-330

Author(s):

Hans-Martin Krolzig

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Forecasting MS-VAR Processes

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_5 ◽

1997 ◽

pp. 65-76

Author(s):

Hans-Martin Krolzig

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The Markov-Switching Vector Autoregressive Model

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_2 ◽

1997 ◽

pp. 6-28 ◽

Cited By ~ 55

Author(s):

Hans-Martin Krolzig

Keyword(s):

Autoregressive Model ◽

Markov Switching ◽

Vector Autoregressive Model ◽

Vector Autoregressive

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The State-Space Representation

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_3 ◽

1997 ◽

pp. 29-46

Author(s):

Hans-Martin Krolzig

Keyword(s):

State Space ◽

The State ◽

Space Representation ◽

State Space Representation

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The BLHK Filter

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_6 ◽

1997 ◽

pp. 77-88

Author(s):

Hans-Martin Krolzig

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Comparative Analysis of Parameter Estimation in Particular MS-VAR Models

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_10 ◽

1997 ◽

pp. 167-198

Author(s):

Hans-Martin Krolzig

Keyword(s):

Parameter Estimation ◽

Comparative Analysis ◽

Var Models

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Multi-Move Gibbs Sampling

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_9 ◽

1997 ◽

pp. 145-166

Author(s):

Hans-Martin Krolzig

Keyword(s):

Gibbs Sampling

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Cointegration Analysis of VAR Models with Markovian Shifts in Regime

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_14 ◽

1997 ◽

pp. 297-328

Author(s):

Hans-Martin Krolzig

Keyword(s):

Cointegration Analysis ◽

Var Models

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Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector AutoregressionsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Extensions of the Basic MS-VAR Model

VARMA-Representation of MSI-VAR and MSM-VAR Processes

Epilogue

Forecasting MS-VAR Processes

The Markov-Switching Vector Autoregressive Model

The State-Space Representation

The BLHK Filter

Comparative Analysis of Parameter Estimation in Particular MS-VAR Models

Multi-Move Gibbs Sampling

Cointegration Analysis of VAR Models with Markovian Shifts in Regime

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions
Latest Publications