Markov switching and long memory: a Monte Carlo analysis

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.16, Iss.12, 2009-08, pp. : 1205-1210

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models

JOURNAL OF APPLIED ECONOMETRICS, Vol. 33, Iss. 1, 2018-01 ,pp. : 126-140

John Wiley & Sons Inc

Access to resources Recommend Favorite

Long-run purchasing power parity revisited: a Monte Carlo simulation

By Huang Bwo-Nung Yang Chin W.

Applied Economics, Vol. 28, Iss. 8, 1996-08 ,pp. : 967-974

Routledge Ltd

Access to resources Recommend Favorite

A Monte Carlo Analysis of the Fisher Randomization Technique: Reviving Randomization for Experimental Economists

By Moir R.

Experimental Economics, Vol. 1, Iss. 1, 1998-01 ,pp. : 87-100

Springer Publishing Company

Access to resources Recommend Favorite

APPLYING MONTE CARLO SIMULATION AND RISK ANALYSIS TO THE FACILITY LOCATION PROBLEM

By Justin Ridlehoover

The Engineering Economist, Vol. 49, Iss. 3, 2004-01 ,pp. : 237-252

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Markov Switching Approach to Herding

Credit and Capital Markets – Kredit und Kapital, Vol. 49, Iss. 2, 2016-06 ,pp. : 193-220

Duncker & Humblot

Access to resources Recommend Favorite