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institution:"National Institute of Economic and Social Research"
~institution:"European University Institute / Department of Law"
~institution:"Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Lütkepohl, Helmut"
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Search: subject_exact:"Markov process"
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National Institute of Economic and Social Research
European University Institute / Department of Law
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
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2
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
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3
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
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