A Comparison Between Markov Switching Zero-Inflated and Hurdle Models for Spatio-Temporal Infectious Disease Counts. [PDF]
Stat MedXu M, Douwes-Schultz D, Schmidt AM.
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Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship [PDF]
We examine the properties of several residual-based cointegration tests when long run parameters are subject to multiple shifts driven by an unobservable Markov process. Unlike earlier work, which considered one-off deterministic breaks, our approach has
Luis Martins, Vasco Gabriel
core
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]
PLoS OneSiddiqui N, Mohamad Hasim H.
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Comparative stability analysis of Indonesian banks: Markov Switching-Dynamic Regression for Islamic and conventional sectors. [PDF]
PLoS OneMawardi I +6 more
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The Portuguese Business Cycle: Chronology and Duration Dependence [PDF]
This paper tries to identify, for the first time, a chronology for the Portuguese business cycle and test for the presence of duration dependence in the respective phases of expansion and contraction.
Vitor Castro
core
Zika emergence, persistence, and transmission rate in Colombia: a nationwide application of a space-time Markov switching model. [PDF]
Sci RepPicinini Freitas L +9 more
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Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula
, 2021 Muteba Mwamba JW, Mwambi SM.
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Markov Switching Model for Quick Detection of Event Related Desynchronization in EEG. [PDF]
Front Neurosci, 2018 Lisi G, Rivela D, Takai A, Morimoto J.
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Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach. [PDF]
PLoS One, 2018 Dahlqvist CH.
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