Department of Economics and Business Economics

Time-Varying Transition Probabilities for Markov Regime Switching Models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Marco Bazzi, University of Padova, Italy
  • Francisco Blasques, Vrije Universiteit, Netherlands
  • Simon Johannes Maria Koopman
  • André Lucas, Vrije Universiteit, Netherlands
Original languageEnglish
JournalJournal of Time Series Analysis
Volume38
Issue3
Pages (from-to)458-478
ISSN0143-9782
DOIs
Publication statusPublished - 2017

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