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Markov-Switching Vector Autoregressions
Data up to Jan 2025
Published1997
Citations549
References7
Total Citations Per Year
Abstract
References (7)
Coefficient of Determination
2008 • 41 citations
Markov-Switching Models of the German Business Cycle
1997 • 23 citations
Maximum Likelihood Estimation
2021 • 14 citations
Cointegration Analysis
2015 • 2 citations
Multi-Move Gibbs Sampling
1997 • 1 citations
Model Selection and Model Checking
1997 • 1 citations
Cointegration Analysis of VAR Models with Markovian Shifts in Regime
1997 • 1 citations
Cited By (0)
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