A new approach to model regime switching
Yoosoon Chang, Yongok Choi, Joon Y. Park
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Chang, Yoosoon ; Choi, Yongok ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 127-143
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| Subject: | Regime switching model | Latent factor | Endogeneity | Mean reversion | Leverage effect | Maximum likelihood estimation | Markov chain | Markov-Kette | Maximum-Likelihood-Schätzung | Schätztheorie | Estimation theory | Schätzung | Estimation | Mean Reversion | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743787