Time Varying Transition Probabilities for Markov Regime Switching Models

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages26
Publication statusPublished - 2014

Publication series

NameTI 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.
Bazzi, M. ; Blasques, F. ; Koopman, S.J. ; Lucas, A. / Time Varying Transition Probabilities for Markov Regime Switching Models. Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; 14-072/III).
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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 paperProfessional

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

ER -

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).