Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
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More about this item
Keywords
Markov switching; vector autoregression; error correction model;JEL classification:
- 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
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2004-09-30 (All new papers)
- NEP-ETS-2004-09-30 (Econometric Time Series)
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