Time Varying Transition Probabilities for Markov Regime Switching Models

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	14-072/III

Access to Document

@techreport{178a00db50724b149cf81d5b3076e976,

title = "Time Varying Transition Probabilities for Markov Regime Switching Models",

author = "M. Bazzi and F. Blasques and S.J. Koopman and A. Lucas",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-072/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}