Bayesian Model Uncertainty In Smooth Transition Autoregressions

By Hedibert Freitas Lopes, Esther Salazar. 2006

52 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4908e276d429fceebc6e4c83c8e62c50f876331b

Citations in the corpus

• Financial regimes and uncertainty shocks (2019, unknown): “See Lopes and Salazar (2006) for details.”