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A structural Time Series Model with Markov Switching.. (2000). Forbes, Catherine ; Shami, R. G..
In: Monash Econometrics and Business Statistics Working Papers.
RePEc:msh:ebswps:2000-10.

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Cites: 31

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  1. Beveridge-Nelson Decomposition with Markov Switching. (2006). Snyder, Ralph ; Anderson, Heather ; Low, Chin Nam .
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2006n14.

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  2. BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING. (2006). Snyder, Ralph ; Anderson, Heather ; Low, Chin Nam .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2006-18.

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References

References cited by this document

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