| Original language | English |
|---|---|
| Place of Publication | Amsterdam |
| Publisher | Tinbergen Institute |
| Number of pages | 26 |
| Publication status | Published - 2014 |
Publication series
| Name | TI Discussion Paper |
|---|---|
| No. | 14-072/III |
Cite this
Bazzi, M., Blasques, F., Koopman, S. J., & Lucas, A. (2014). Time Varying Transition Probabilities for Markov Regime Switching Models. (TI Discussion Paper; No. 14-072/III). Amsterdam: Tinbergen Institute.
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Bazzi, M, Blasques, F, Koopman, SJ & Lucas, A 2014 'Time Varying Transition Probabilities for Markov Regime Switching Models' TI Discussion Paper, no. 14-072/III, Tinbergen Institute, Amsterdam.
Time Varying Transition Probabilities for Markov Regime Switching Models. / Bazzi, M.; Blasques, F.; Koopman, S.J.; Lucas, A.
Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-072/III).Research output: Working paper › Professional
TY - UNPB
T1 - Time Varying Transition Probabilities for Markov Regime Switching Models
AU - Bazzi, M.
AU - Blasques, F.
AU - Koopman, S.J.
AU - Lucas, A.
PY - 2014
Y1 - 2014
M3 - Working paper
T3 - TI Discussion Paper
BT - Time Varying Transition Probabilities for Markov Regime Switching Models
PB - Tinbergen Institute
CY - Amsterdam
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Bazzi M, Blasques F, Koopman SJ, Lucas A. Time Varying Transition Probabilities for Markov Regime Switching Models. Amsterdam: Tinbergen Institute. 2014. (TI Discussion Paper; 14-072/III).