Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Yanli Zhu, Haiqiang Chen, Ming Lin
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhu, Yanli ; Chen, Haiqiang ; Lin, Ming |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 5, p. 1-17
|
| Subject: | bayesian inference | Markov chain Monte Carlo | model selection | threshold model | time-varying threshold value | Theorie | Theory | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012198389