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Markov models / Autoregressive conditional heteroskedasticity / Markov chain / Vector autoregression / Economic model / Expectation–maximization algorithm / Forecasting / SETAR / Statistics / Time series analysis / Econometrics


Regime-switching global vector autoregressive models
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Document Date: 2013-08-02 05:44:48

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File Size: 1,82 MB

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Country

United States / /

Currency

EUR / /

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Facility

Michael Binder University / /

IndustryTerm

computing / /

Organization

European Central Bank / Michael Binder University Frankfurt / G20 / European Union / /

Person

Let Yit / Marco Gross / Michael Binder / /

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Technology

speech recognition / simulation / html / /

URL

http /

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