Funder
National Natural Science Foundation of China
Department of Education of Guangdong Province
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference39 articles.
1. Ailliot, P., & Pene, F. (2015). Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models. ESAIM: Probability and Statistics, 19, 268–292.
2. Amemiya, T. (1973). Regression analysis when the dependent variable is truncated normal. Econometrica: Journal of the Econometric Society, 41(6), 997–1016.
3. Bazzi, M., Blasques, F., Koopman, S. J., & Lucas, A. (2017). Time-varying transition probabilities for Markov regime switching models. Journal of Time Series Analysis, 38(3), 458–478.
4. Diebold, F. X., Lee, J. H., & Weinbach, G. C. (1994). Regime switching with time-varying transition probabilities. Business Cycles: Durations, Dynamics, and Forecasting, 1, 144–165.
5. Filardo, A. J. (1994). Business-cycle phases and their transitional dynamics. Journal of Business and Economic Statistics, 12(3), 299–308.