Results 251 to 260 of about 14,010 (266)

Markov switching multinomial logit model: An application to accident-injury severities

Accident Analysis and Prevention, 2009
Fred Mannering
exaly  

Dynamic linear models with Markov-switching

Journal of Econometrics, 1994
Chang-Jin Kim
exaly  

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

Finance Research Letters, 2016
Doojin Ryu, Wonho Song, Robert 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  

Can Markov switching models replicate chartist profits in the foreign exchange market?

Journal of International Money and Finance, 2001
Hans Dewachter
exaly  

The impact of oil shocks on exchange rates: A Markov-switching approach

Energy Economics, 2016
Perry Sadorsky, Alfred Haug, Syed Basher   +2 more
exaly  

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

Economics Letters, 2003
Michael Ehrmann
exaly  

Stochastic bifurcation and Break-out of dynamic balance of predator-prey system with Markov switching

Applied Mathematical Modelling, 2023
exaly  

Volatility forecasting with double Markov switching GARCH models

Journal of Forecasting, 2009
Cathy W S Chen, So Mike K P, Edward M H Lin   +2 more
exaly  

Exponential ergodicity for Markov processes with random switching

Bernoulli, 2015
Martin Hairer, Bertrand Cloëz
exaly