Markov-switching three-pass regression filter
Pierre Guérin, Danilo Leiva-Leon, Massimiliano Marcellino
| Year of publication: |
2020
|
|---|---|
| Authors: | Guérin, Pierre ; Leiva-Leon, Danilo ; Marcellino, Massimiliano |
| Subject: | Factor model | Forecasting | Markov-switching | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1497508 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262467