Results 221 to 230 of about 14,010 (266)
Time trends and persistence of the return difference between growth and value investment strategies. [PDF]
PLoS OneMonge M, Hurtado R, Infante J.
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Dynamic Functional Connectivity, Major Depression, and Suicidal Ideation in Children. [PDF]
Hum Brain MappWanger TJ +11 more
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An Entropy-Based Framework for Hybrid Coalitions in Game Theory-Part I: Human Arbitration. [PDF]
Entropy (Basel)Sepúlveda-Fontaine SA, Amigó JM.
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Moments of Markov switching models [PDF]
Journal of Econometrics, 2000 Let \(\{\varepsilon_t\}\) be i.i.d. \(N(0,1)\) random variables and \(S_t\) an unobserved stationary ergodic \(k\)-state Markov homogeneous process. The author deals with three types of Markov switching models, namely (MS I) \(y_t=\mu_{S_t} +\sigma_{S_t}\varepsilon_t\), (MS II) \(y_t=\mu_{S_t} +\varphi_1(y_{t-1}-\mu_{S_{t-1}})+\sigma_{S_t}\varepsilon_t\
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Beveridge-Nelson decomposition with Markov switching [PDF]
, 2006 This paper considers Beveridge-Nelson decomposition in a context where the permanent and transitory components both follow a Markov switching process. Our approach incorporates Markov switching into a single source of error state-space framework, allowing business cycle asymmetries and regime switches in the long-run multiplier.
Chin Nam Low +2 more
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2023
Abstract The authors propose novel tests for the detection of Markov switching deviations from forecast rationality. Existing forecast rationality tests either focus on constant deviations from forecast rationality over the full sample or are constructed to detect smooth deviations based on non-parametric techniques.
Florens Odendahl +2 more
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Abstract The authors propose novel tests for the detection of Markov switching deviations from forecast rationality. Existing forecast rationality tests either focus on constant deviations from forecast rationality over the full sample or are constructed to detect smooth deviations based on non-parametric techniques.
Florens Odendahl +2 more
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Dynamic trading with Markov liquidity switching
Automatica, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guiyuan Ma +3 more
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Asymptotics of Normalized Control with Markov Switchings
Ukrainian Mathematical Journal, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nikitin, A. V., Khimka, U. T.
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Markov switching and exchange rate predictability
International Journal of Forecasting, 2011Abstract We first show that the recent success of modern macroeconomic models in forecasting nominal exchange rates, evaluated using the Clark and West (2006) inference procedure, is partly due to the presence of the constant term (drift), in addition to the economic fundamentals.
Alex Nikolsko-Rzhevskyy, Ruxandra Prodan
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