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A Bayesian Approach to Testing...
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Markov chain
Theorie
65
Theory
64
USA
51
United States
51
Zeitreihenanalyse
42
Time series analysis
40
Markov-Kette
38
Estimation theory
35
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35
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32
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32
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29
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26
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17
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17
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17
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English
38
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Kim, Chang-jin
25
Piger, Jeremy Max
16
Nelson, Charles R.
14
Startz, Richard
9
Kim, Chang-Jin
4
Zivot, Eric
4
Morley, James C.
3
Turner, Christopher M.
3
Hwu, Shih-Tang
2
Kim, Jaeho
2
Eo, Yunjong
1
Forbes, Catherine Scipione
1
Kim, Yunmi
1
Murray, Christian J.
1
Shami, Roland G.
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Federal Reserve Bank of St. Louis
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5
Journal of econometrics
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
Journal of empirical finance
2
Foundations and trends in econometrics
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
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1
Macroeconomic dynamics
1
NBER Working Paper
1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
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ECONIS (ZBW)
38
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1
Has the US economy become more stable? : A Bayesian approach based on a Markov-switching model of the business cycle
Kim, Chang-jin
;
Nelson, Charles R.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 608-616
Persistent link: https://www.econbiz.de/10001437350
Saved in:
2
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
3
A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin
;
Nelson, Charles R.
- In:
International economic review
42
(
2001
)
4
,
pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
Saved in:
4
Bayes inference via Gibbs sampling of dynamic linear models with Markov-switching
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10001560752
Saved in:
5
Predicting business cycle phases with indexes of leading and coincident economic indicators : a multivariate "regime-shift" approach
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
2
(
1996
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001561190
Saved in:
6
Markov-switching models with endogenous explanatory variables
Kim, Chang-jin
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10002136509
Saved in:
7
Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008656405
Saved in:
8
Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10003813118
Saved in:
9
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
10
[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione
;
Shami, Roland G.
- In:
The economic record : er
76
(
2000
),
pp. 105
Persistent link: https://www.econbiz.de/10001466449
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