Results 301 to 310 of about 1,700,696 (345)

Testing Markov switching models

Applied Economics, 2014
In this article, we propose a new test for Markov switching models. Unlike the tests in the existing literature (e.g. Hansen, 1992; Garcia, 1998; Cho and White, 2007), we focus on testing the null of two regimes, instead of one single regime, in a switching framework.
openaire   +1 more source

Markov switching integer‐valued generalized auto‐regressive conditional heteroscedastic models for dengue counts

Journal of the Royal Statistical Society: Series C (Applied Statistics), 2019
This study models weekly dengue case counts with two climatological variables: temperature and precipitation. Since conventional zero‐inflated integer‐valued generalized auto‐regressive conditional heteroscedastic (GARCH) models and Poisson regression ...
Cathy W. S. Chen, K. Khamthong, Sangyeol Lee   +2 more
semanticscholar   +1 more source

Geopolitical risk and oil price volatility: Evidence from Markov-switching model

International Review of Economics & Finance, 2022
Lihua Qian, Qing Zeng, Tao Li
semanticscholar   +1 more source

Markov Switching Models

This thesis displays a presentation of the Hamilton's Markov Switching model both in simple and State Space form. Moreover, the model is applied in the India's GDP and DJIA Index using R. This thesis is based on three chapters of Markov Switching models.
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A Markov-Switching model for building occupant activity estimation

Energy and Buildings, 2019
Heating and ventilation strategies in buildings can be improved significantly if information about the current presence and activity level of the occupants is taken into account.
Sebastian Wolf, J. K. Møller, Magnus Alexander Bitsch, J. Krogstie, H. Madsen   +4 more
semanticscholar   +1 more source

Renewable-energy and economic growth: A Markov-switching approach

Energy, 2022
Yiyang Chen, R. Mamon, F. Spagnolo, Nicola Spagnolo   +3 more
semanticscholar   +1 more source

The multi-chain Markov switching model

Journal of Forecasting, 2005
In many real phenomena the behaviour of a certain variable, subject to different regimes, depends on the state of other variables or the same variable observed in other subjects, so the knowledge of the state of the latter could be important to forecast the state of the former. In this paper a particular multivariate Markov switching model is developed
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Markov Switching Tensor Regressions

A new flexible tensor-on-tenor regression model that accounts for latent regime changes is proposed. The coefficients are driven by a common hidden Markov process that addresses structural breaks to enhance the model's flexibility and preserve parsimony.
Casarin, Roberto, Craiu, Radu, Wang, Qing   +2 more
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Event-triggered consensus control and fault estimation for time-delayed multi-agent systems with Markov switching topologies

Neurocomputing, 2021
Shanglin Li, Yangzhou Chen, Jingyuan Zhan   +2 more
semanticscholar   +1 more source

Markov Switching Rationality

2023
Florens Odendahl, Barbara Rossi, Tatevik Sekhposyan   +2 more
openaire   +1 more source