Investigating Some Issues Relating to Regime Matching
Markov switching models are a common tool used in many disciplines as well as in Economics, and estimation methods are available in many software packages. Estimated models are commonly used for allocating observations to regimes. This allocation is usually done using a rule based on the estimated s...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-02-01
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| Series: | Econometrics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2225-1146/13/1/9 |
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