Structural Breaks and Switching Models
Discussion of models with structural breaks or endogenous switching.
95 topics • Page 4 of 4 • 1, 2, 3, 4
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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
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Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- Markov-Switching: Time-Varying Transition Probabilities
by TL » Thu Oct 02, 2008 11:00 am - 9 Replies
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Fri Mar 05, 2010 2:33 am
- Markov-Switching: Time-Varying Transition Probabilities
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- General Framework for Multiple Breaks
by TomDoan » Mon Feb 15, 2010 2:44 pm - 0 Replies
- 727 Views
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Mon Feb 15, 2010 2:44 pm
- General Framework for Multiple Breaks
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- Time Varying Markov switching model
by TomDoan » Tue Jan 22, 2008 6:46 pm - 3 Replies
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Wed Jan 13, 2010 11:43 am
- Time Varying Markov switching model
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- Forecasting using a LSTAR model
by sousoubo085 » Wed Oct 21, 2009 4:18 pm - 1 Replies
- 913 Views
- Last post by TomDoan
Mon Oct 26, 2009 1:24 pm
- Forecasting using a LSTAR model
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- unit roots test in the presence of breaks
by MC128 » Wed Sep 16, 2009 4:42 am - 6 Replies
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- Last post by Anna
Fri Sep 18, 2009 4:10 pm
- unit roots test in the presence of breaks
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- Bai-Perron test for structural change
by alvarezcc » Thu Aug 27, 2009 2:02 pm - 3 Replies
- 1163 Views
- Last post by TomDoan
Fri Aug 28, 2009 9:33 am
- Bai-Perron test for structural change
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- Lumsdaine Papell Unit Root Test
by nazif » Thu Aug 27, 2009 5:32 pm - 2 Replies
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Fri Aug 28, 2009 3:56 am
- Lumsdaine Papell Unit Root Test
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- Lee and Strazicich Unit Root Test
by asemota omos » Fri Aug 21, 2009 1:35 am - 4 Replies
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Mon Aug 24, 2009 8:05 am
- Lee and Strazicich Unit Root Test
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- Estimation of Regime Switching Factor Model
by jonasdovern » Mon Jun 15, 2009 1:37 pm - 0 Replies
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Mon Jun 15, 2009 1:37 pm
- Estimation of Regime Switching Factor Model
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- LM unit root test for structural break
by prakash » Sun Sep 14, 2008 11:50 pm - 1 Replies
- 1546 Views
- Last post by TomDoan
Wed Sep 17, 2008 11:04 am
- LM unit root test for structural break
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- Using MSVARSETUP
by RP » Fri Sep 12, 2008 6:36 pm - 0 Replies
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Fri Sep 12, 2008 6:36 pm
- Using MSVARSETUP
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- Lee-Strazicich (LM) Unit Root Test
by prakash » Wed Sep 03, 2008 11:08 pm - 2 Replies
- 1481 Views
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Fri Sep 05, 2008 1:40 am
- Lee-Strazicich (LM) Unit Root Test
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- baiperron test
by prakash » Tue Sep 02, 2008 11:07 pm - 2 Replies
- 1324 Views
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Wed Sep 03, 2008 11:17 pm
- baiperron test
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- standard errors in tsayp591
by wardb » Tue May 20, 2008 12:04 am - 2 Replies
- 1930 Views
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Thu May 22, 2008 3:11 pm
- standard errors in tsayp591
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- unit root test with 2 structural breaks
by Ana » Fri Jan 18, 2008 6:23 pm - 3 Replies
- 3009 Views
- Last post by Jose
Sat Apr 26, 2008 12:10 pm
- unit root test with 2 structural breaks
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- Bai Perron and Moving Average
by miles » Fri Dec 15, 2006 4:42 pm - 1 Replies
- 3046 Views
- Last post by TomDoan
Fri Apr 20, 2007 11:13 am
- Bai Perron and Moving Average
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