On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models
Anton Velinov
| Year of publication: |
2018
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|---|---|
| Authors: | Velinov, Anton |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 1, p. 106-126
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| Subject: | markov switching model | vector autoregression | vector error correction | heteroskedasticity | stock prices | VAR-Modell | VAR model | Markov-Kette | Markov chain | Börsenkurs | Share price | Kointegration | Cointegration | Schätzung | Estimation | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2018.1.106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137899