Results 191 to 200 of about 32,949 (205)

Dynamic linear models with Markov-switching

Journal of Econometrics, 1994
Chang-Jin Kim
exaly  

Event-triggered leader-following consensus for multi-agent systems with semi-Markov switching topologies

Information Sciences, 2018
Jiangtao Dai, Ge Guo
exaly  

Markov-switching proxy BVARs

2019
This paper extends the Bayesian proxy SVAR model (BP-SVAR) of Caldara and Herbst (2019) to examine changes in the transmission of structural shocks in the presence of regime shifts in an economy. I provide a Metropolis-within-Gibbs sampling algorithm to approximate the posterior distribution of model parameters.
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Markov switching negative binomial models: An application to vehicle accident frequencies

Accident Analysis and Prevention, 2009
Fred L Mannering, Andrew P Tarko
exaly  

Distributed Dynamic Self-Triggered Control for Uncertain Complex Networks With Markov Switching Topologies and Random Time-Varying Delay

IEEE Transactions on Network Science and Engineering, 2020
Xuegang Tan, Jinde Cao, Leszek Rutkowski
exaly  

Overseas market shocks and VKOSPI dynamics: A Markov-switching approach

Finance Research Letters, 2016
Wonho Song, Doojin Ryu, Robert I Webb
exaly  

Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models

Journal of the American Statistical Association, 2001
Sylvia Frühwirth-Schnatter
exaly  

Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching

International Journal of Control, 2017
Quanxin Zhu
exaly  

Regime-dependent impulse response functions in a Markov-switching vector autoregression model

Economics Letters, 2003
Michael Ehrmann
exaly  

Markov-Switching Models

1999
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