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~subject:"Markov chain"
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Markov chain
Theorie
138
Theory
136
Corruption
46
Markov-Kette
37
Wirtschaftswachstum
37
Economic growth
36
Korruption
36
Schätzung
32
Estimation
31
Endogenes Wachstumsmodell
25
Endogenous growth model
25
Economic development
23
USA
23
Entwicklung
22
Time series analysis
22
United States
22
Zeitreihenanalyse
22
Estimation theory
20
Schätztheorie
20
Yield curve
17
Zinsstruktur
17
Großbritannien
16
United Kingdom
16
Volatility
16
Bubbles
15
Business cycle
15
Konjunktur
15
Spekulationsblase
15
Volatilität
15
Geldpolitik
13
Monetary policy
13
Börsenkurs
12
Share price
12
Welt
12
Risk premium
11
World
11
Autocorrelation
10
Autokorrelation
10
Inflation
10
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9
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7
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21
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16
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English
37
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Sola, Martin
37
Psaradakis, Zacharias G.
17
Spagnolo, Fabio
15
Driffill, John
8
Dueker, Michael
7
Kenç, Turalay
4
Pouzo, Demian
3
Spagnolo, Nicola
3
Ravn, Morten O.
2
Raybaudi, Marzia
2
Timmermann, Allan
2
Caravello, Tomás E.
1
Drifill, John
1
Jackson, Laura
1
Morita, Rubens
1
Owyang, Michael T.
1
Yunis, Patricio
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Discussion paper / Centre for Economic Forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Discussion papers in economics
3
Journal of applied econometrics
3
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3
Birkbeck working papers in economics and finance : BWPEF
2
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2
Economics letters
2
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2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Federal Reserve Bank of St. Louis Working Paper
1
International journal of theoretical and applied finance
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1
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ECONIS (ZBW)
37
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Investment under uncertainty with stochastically switching profit streams : entry and exit over the business cycle
Driffill, John
;
Raybaudi, Marzia
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001527168
Saved in:
2
Intrinsic bubbles and regime switching
Driffill, John
;
Sola, Martin
-
1994
Persistent link: https://www.econbiz.de/10000914033
Saved in:
3
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000914034
Saved in:
4
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000947745
Saved in:
5
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
Saved in:
6
Intrinsic bubbles and regime-switching
Driffill, John
- In:
Journal of monetary economics
42
(
1998
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10001249309
Saved in:
7
Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001583871
Saved in:
8
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
9
Intrinsic bubbles and regime switching
Drifill, John
;
Sola, Martin
-
1994
Persistent link: https://www.econbiz.de/10000142713
Saved in:
10
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000593179
Saved in:
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