Markov switching panel with endogenous synchronization effects
Year of publication: |
[2021]
|
---|---|
Authors: | Agudze, Komla M. ; Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco |
Publisher: |
[Bozen] : unibz, Faculty of Economics and Management |
Subject: | Bayesian inference | interacting Markov chains | multi-layer networks | panel Markov-switching | Markov-Kette | Markov chain | Bayes-Statistik | Panel | Panel study | Theorie | Theory | Schätzung | Estimation |
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