Gaussian mixture vector autoregression
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016.
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More about this item
KeywordsMixture models; Nonlinear vector autoregressive models; Regime switching;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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