A Hidden Markov Regime-Switching Smooth Transition Model

Robert J. Elliott (Creator)
Tak Kuen Siu (Creator)
John Lau (Contributor)

Dataset

1 results

2018
A hidden Markov regime-switching smooth transition model
Elliott, R. J., Siu, T. K. & Lau, J. W., 2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 4, 20160061.
Research output: Contribution to journal › Article › peer-review
8 Link opens in a new tab Citations (Scopus)