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Labor market entry and earnings dynamics : Bayesian inference using mixtures-of-experts Markov chain clustering
Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; … - In: Journal of applied econometrics 27 (2012) 7, pp. 1116-1137
Persistent link: https://www.econbiz.de/10009677973
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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
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Competition in large markets
Campbell, Jeffrey R. - In: Journal of applied econometrics 26 (2011) 7, pp. 1113-1136
Persistent link: https://www.econbiz.de/10009423330
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Sequential Monte Carlo methods for estimating dynamic microeconomic models
Blevins, Jason R. - In: Journal of applied econometrics 31 (2016) 5, pp. 773-804
Persistent link: https://www.econbiz.de/10011645233
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On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - In: Journal of applied econometrics 18 (2003) 4, pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
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Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia; Maheu, John M.; Song, Yong - In: Journal of applied econometrics 39 (2024) 5, pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
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Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber, Florian; Koop, Gary - In: Journal of applied econometrics 39 (2024) 7, pp. 1301-1320
Persistent link: https://www.econbiz.de/10015156859
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Modelling regime switching and structural breaks with an infinite hidden Markov model
Song, Yong - In: Journal of applied econometrics 29 (2014) 5, pp. 815-842
Persistent link: https://www.econbiz.de/10010414844
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A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang; Zhao, Jing - In: Journal of applied econometrics 30 (2015) 7, pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764