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Academic literature on the topic 'Markov-switching regression model'
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Journal articles on the topic "Markov-switching regression model"
Qazi, Atika, Ram Gopal Raj, and Celestine O. Eledo. "PATTERN PREDICTION OF CRUDE OIL USING REGRESSION MODERATED WITH MARKOV SWITCHING MODEL." Malaysian Journal of Computer Science 32, no. 2 (2019): 149–62. http://dx.doi.org/10.22452/mjcs.vol32no2.5.
Full textXaba,, Diteboho, Ntebogang Dinah Moroke,, and Ishmael Rapoo. "Modeling Stock Market Returns of BRICS with a Markov-Switching Dynamic Regression Model." Journal of Economics and Behavioral Studies 11, no. 3(J) (2019): 10–22. http://dx.doi.org/10.22610/jebs.v11i3(j).2865.
Full textBojanic, Antonio N. "A Markov-Switching Model of Inflation in Bolivia." Economies 9, no. 1 (2021): 37. http://dx.doi.org/10.3390/economies9010037.
Full textNobrega, Wellington Charles Lacerda, Cássio da Nóbrega Besarria, and Felipe Araújo De Oliveira. "Unemployment rate and wage growth in Brazil: evidence from a Markov-switching model." Economia Aplicada 24, no. 2 (2020): 171–94. http://dx.doi.org/10.11606/1980-5330/ea151926.
Full textLi, M., and S. Yen. "Re-examining covariance risk dynamics in international stock markets using quantile regression analysis." Acta Oeconomica 61, no. 1 (2011): 33–59. http://dx.doi.org/10.1556/aoecon.61.2011.1.3.
Full textYamaka, Woraphon, Xuefeng Zhang, and Paravee Maneejuk. "Analyzing the Influence of Transportations on Chinese Inbound Tourism: Markov Switching Penalized Regression Approaches." Mathematics 9, no. 5 (2021): 515. http://dx.doi.org/10.3390/math9050515.
Full textZahro, Maratus, and Rika Rahayu. "Nilai Transaksi E-Money di Indonesia dengan Menggunakan Metode Markov Switching Model." Owner 5, no. 2 (2021): 644–52. http://dx.doi.org/10.33395/owner.v5i2.392.
Full textDombrovskii, Vladimir V., and Tatiana Yu Pashinskaya. "Optimal predictive control strategies for systems with random parameters described by multidimensional Markov switching regression model." Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika, no. 48 (September 1, 2019): 4–12. http://dx.doi.org/10.17223/19988605/48/1.
Full textSamitas, Aristeidis, and Aggelos Armenatzoglou. "Regression tree model versus Markov regime switching: a comparison for electricity spot price modelling and forecasting." Operational Research 14, no. 3 (2014): 319–40. http://dx.doi.org/10.1007/s12351-014-0149-6.
Full textMakatjane, Katleho, and Diteboho Xaba. "An early warning system for inflation using Markov-Switching and logistic models approach." Risk Governance and Control: Financial Markets and Institutions 6, no. 4 (2016): 30–39. http://dx.doi.org/10.22495/rcgv6i4art5.
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