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  • Search: subject:"regime switching vector models"
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Markov chain 1 Markov-Kette 1 SETAR 1 Theorie 1 Theory 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1 regime switching vector models 1 stability 1 stationarity 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Pu 1 Semmler, Willi 1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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ECONIS (ZBW) 1
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Stability in threshold VAR models
Chen, Pu; Semmler, Willi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
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