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1 Ergebnisse
1
Markov-switching score-driven multivariate models: outlier-..:
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
Working paper. Economics. , 2019
Link:
http://hdl.handle.net/10016/29030
RT Journal T1
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production
UL https://suche.suub.uni-bremen.de/peid=base-ftunivcarlosmadr:oai:e-archivo.uc3m.es:10016_29030&Exemplar=1&LAN=DE A1 Blazsek, Szabolcs A1 Escribano, Álvaro A1 Licht, Adrian YR 2019 K1 World Crude Oil Production K1 United States Industrial Production K1 Dynamic Conditional K1 Score Models K1 Score-Driven Multivariate Stochastic Location And Stochastic Seasonality Models K1 Markov Regime-Switching Models K1 C32 K1 C51 K1 C52 JF Working paper. Economics LK http://hdl.handle.net/10016/29030 DO http://hdl.handle.net/10016/29030 SF ELIB - SuUB Bremen
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