Markov-switching models with endogenous explanatory variables

By Chang-Jin Kim. 2004

77 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/2cabeb282de8c77260537f880750e20cc34ddc6c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

1. Yoosoon Chang
2. Joon Y. Park
3. Joel L. Horowitz
4. Giuseppe Cavaliere
5. Dimitris Nicolas Politis
6. Alan M. Taylor
7. Michael Jansson
8. Martin Wagner

Citations in the corpus

• A new approach to model regime switching (2017, background): “Markov-switching models with endogenous explanatory variables have also been considered recently by Kim (2004, 2009).”