MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models
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- Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, University Library of Munich, Germany.
- Sébastien Le Coent & Erwan Gautier & Benoît Bellone, 2006.
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- Bellone, B. & Gautier, E. & Le Coent, S., 2005. "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers 128, Banque de France.
- Xiaowei Cai & Kyle Stiegert & Stephen Koontz, 2011.
"Regime switching and oligopsony power: the case of U.S. beef processing,"
International Association of Agricultural Economists, vol. 42(1), pages 99-109, January.
- Cai, Xiaowei & Stiegert, Kyle W. & Coonz, Steven R., 2010. "Regime Switching and Oligopsony Power: The Case of U.S. Beef Processing," Working Papers 201442, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
More about this item
- 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
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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