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结果：找到“switching model”相关内容141个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Markov Regime Switching Models的matlab程序2015版
9 个回复 - 4118 次查看 Marcelo Perlin开发的matlab package最新版, 具体程序见附件 code网址：https://sites.google.com/site/ma ... ng-models-in-matlab pdf格式的使用说明，网址：http://papers.ssrn.com/sol3/papers.cfm?abstr ...2016-9-18 17:25 - 葛新龙 - MATLAB等数学软件专版

state space models with regime switching 详细版
1 个回复 - 1634 次查看 state space models with regime switching 详细版2022-4-14 23:23 - clb12345678 - Gauss专版

【下载】Finite Mixture and Markov Switching Models~Sylvia Frühwirth-Schnatter
26 个回复 - 10347 次查看 Finite Mixture and Markov Switching Models (Springer Series in Statistics) (Hardcover) Sylvia Frühwirth-Schnatter (Author) Beschreibung von buecher.de The prominence of finite mixture modelli ...2010-5-14 22:12 - kxjs2007 - 计量经济学与统计软件

求助SD文献+A Markov model for switching regressions
1 个回复 - 553 次查看【作者(必填)】Stephen M.Goldfeld[/backcolor]Richard E.Quandt[/backcolor] 【文题(必填)】A Markov model for switching regressions 【年份(必填)】Volume 1, Issue 1[/backcolor], March 1973, Pages 3-15 ...2022-8-17 16:42 - scottan123456 - 求助成功区

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
17 个回复 - 3276 次查看【作者(必填)】Chang-Jin Kim (作者), Charles R. Nelson (作者) 【文题(必填)】State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (英语) 【年份(必填 ...2019-1-17 10:21 - lovebao - 求助成功区

请问转换回归模型（switching regression model）的stata命令用哪个，具体怎么用
19 个回复 - 16363 次查看如题，请高人指点，不胜感激2012-12-8 12:27 - mengfanqiang - Stata专版

[下载]markov-switching vector autoregressions: modelling ,statistical inference, a
37 个回复 - 15124 次查看 2005-5-2 19:32 - oldman - 计量经济学与统计软件

求文献1篇：An Implementation of Markov Regime Switching GARCH Models in Matlab
5 个回复 - 809 次查看【作者(必填)】 Chuffart, Thomas 【文题(必填)】 An Implementation of Markov Regime Switching GARCH Models in Matlab 【年份(必填)】 2017 【全文链接或数据库名称(选填)】 https://www.ona ...2020-1-21 00:46 - Monodium - 求助成功区

stata中做内生转换模型、选择模型、endogenous switching model
1 个回复 - 7542 次查看由于里面输入公式麻烦，我就用截图形式作出了，希望有人能解答，告诉我看哪一本书学习。因为论坛币不足，所以就悬赏少一点，若能解答，再额外酬谢。2017-3-29 09:53 - quyudu - Stata专版

A control function approach to estimating switching regression models with endog
1 个回复 - 1523 次查看 Wooldridge和Murtazashvili在2016年发表在Journal of Econometrics一片关于解决Endogeneity Problems 的文章。 AbstractWe derive simple, multi-step estimation methods for a linear model with heterogeneous c ...2016-9-16 09:25 - DuShu16 - 经济统计专版

急求懂得KIM书里state space model with Markov- switching的GAUSS程序编写的大神
1 个回复 - 1507 次查看本人正在做KIM书里第五章state space model with Markov-switching，源程序已准备好。现在急需懂得GAUSS编程的大神对原有程序进行修改。本人QQ：415039641。我目前已经修改了一部分，但是遇到了问题，不太会做了， ...2021-6-29 11:31 - 若若子 - Gauss专版

Endogenous switching costs in a duopoly model
5 个回复 - 818 次查看【作者(必填)】 Author links open overlay panelRamonCaminal[/backcolor]CarmenMatutes∗[/backcolor] 【文题(必填)】 Endogenous switching costs in a duopoly model【年份(必填)】 1990 【全文链接或 ...2021-3-31 14:46 - 下雨就打伞 - 求助成功区

内生转换模型endogenous switching regression model
6 个回复 - 4166 次查看请问有人知道用movestay指令做内生转换模型时，出现以下的error怎么解决吗？ Fitting initial values .....initial vector: copy option requires either a matrix or a list of numbers2019-8-1 02:48 - yuibo1025 - Stata专版

关于eviews的Markov Switching Model的一些问题
0 个回复 - 697 次查看请问我想做MS(2)-AR(2)的话，是选择这两个图的哪一种呢。谢谢2019-12-15 21:21 - 刘孜萱 - EViews专版

An R package for estimating endogenous switching model
0 个回复 - 705 次查看 Hi, All. I develop an R package for estimating endogenous switching model using the maximum likelihood estimation method. Please feel free to use it and give me feedbacks (send me emails plz, not h ...2019-12-5 08:32 - bwchen - R语言论坛

Markov-Switching GARCH Models in R: The MSGARCH Package
9 个回复 - 2961 次查看 Markov-switching GARCH models have become popular to model the structural break in the conditional variance dynamics of financial time series. In this paper, we describe the R package MSGARCH whic ...2017-6-13 20:46 - jogging18 - R语言论坛

Switching generalized autoregressive score copula models with application to sys
1 个回复 - 601 次查看【作者(必填)】 23 【文题(必填)】 Switching generalized autoregressive score copula models with application to systemic risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wi ...2019-6-28 11:40 - internet.hzx - 求助成功区

求切换回归模型（switching model）的具体步骤
1 个回复 - 1997 次查看 RT 在研究市场分割的时候， Dickens 等人使用了切换回归模型。没怎么看懂...能解释一下吗..或者在stata怎么操作相关论文： 1.A Test of Dual Labor Market Theory Dickens, Kevin Wang 19852.劳动力市场分割 ...2019-4-22 19:44 - xingaier1996 - 劳动经济学

MS_Regress - A Package for Markov Regime Switching Models in Matlab
2 个回复 - 2761 次查看 [/backcolor] Č Ċ About the MS_Regress_Package.pdf (530k) Marcelo Perlin, Oct 30, 2014, 9:05 AM v.7 ď ċ MS_Regress_FEX_1.07.zip (248k) Marcelo Per ...2015-3-30 23:10 - Nicolle - winbugs及其他软件专版

Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and O
2 个回复 - 532 次查看【作者(必填)】 23 【文题(必填)】 Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Application【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibr ...2019-1-29 23:28 - internet.hzx - 求助成功区

Estimating Markovian Switching Regression Models using R
12 个回复 - 2467 次查看 Estimating Markovian Switching Regression Models in An application to model energy price in Spain **** 本内容被作者隐藏 ****2015-3-30 23:17 - Nicolle - winbugs及其他软件专版

求文献Option Valuation Under a Double Regime‐Switching Model
3 个回复 - 538 次查看【作者(必填)】Yang Shen 【文题(必填)】Option Valuation Under a Double Regime‐Switching Model 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/pdf/10.1002/ ...2018-6-11 13:32 - macro-quant - 求助成功区

自己写的markov regime switching DCC model
28 个回复 - 13725 次查看有感兴趣的或者用的着同学进来下，收取80论坛币2011-5-31 15:14 - rcjrn - 金融工程（数量金融）与金融衍生品

Granger Causality and Regime Inference in Markov Switching VAR Models with Bayes
1 个回复 - 638 次查看【作者(必填)】Matthieu Droumaguet, Anders Warne, Tomasz Woźniak 【文题(必填)】Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods 【年份(必填)】2017 ...2018-1-18 13:04 - jzbd - 求助成功区

Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Bo
4 个回复 - 804 次查看【作者(必填)】 Yunjong Eo[/backcolor] and Chang-Jin Kim[/backcolor] 【文题(必填)】 Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?【年份 ...2018-1-9 11:49 - jzbd - 求助成功区

Dynamic linear models with Markov-switching
2 个回复 - 948 次查看【作者(必填)】Chang-JinKim 【文题(必填)】Dynamic linear models with Markov-switching[/backcolor] 【年份(必填)】1994 【全文链接或数据库名称(选填)】Journal of EconometricsVolume 60, Issues 1–2 ...2017-12-20 13:56 - rawstone - 求助成功区

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 805 次查看【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区

Dynamic linear models with Markov-switching
1 个回复 - 745 次查看【作者(必填)】Chang-JinKim 【文题(必填)】Dynamic linear models with Markov-switching[/backcolor] 【年份(必填)】1994 【全文链接或数据库名称(选填)】Journal of EconometricsVolume 60, Issues 1– ...2017-12-3 14:03 - rawstone - 求助成功区

Markov-Switching MIDAS Models
3 个回复 - 1554 次查看【作者(必填)】Pierre Guérin & Massimiliano Marcellino 【文题(必填)】Markov-Switching MIDAS Models 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2016-9-28 20:45 - qianhaoqi - 求助成功区

Haas+A New Approach to Markov-Switching GARCH Models
1 个回复 - 774 次查看【作者(必填)】Haas M, Mittnik S, Paolella MS 【文题(必填)】A New Approach to Markov-Switching GARCH Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】2017-9-21 07:24 - harlon1976 - 求助成功区

求助Markov Regime Switching models的R-square手动计算
2 个回复 - 1534 次查看抱着试一试的心态来问问坛子里的大神：我在使用Marcelo Perlin的Matlab Package跑MS regression的时候，输出的结果里面是没有拟合优度这一项的，看Perlin在问答里说，一些检验的统计量需要自行计算，但是作为新手的 ...2017-7-29 18:02 - 一路风景_ - MATLAB等数学软件专版

求文献portfolio optimization in affine models with markov switching
3 个回复 - 519 次查看【作者(必填)】MARCOS ESCOBAR, DANIELA NEYKOVA, and RUDI ZAGST 【文题(必填)】portfolio optimization in affine models with markov switching 【年份(必填)】2015 【全文链接或数据库名称(选填)】http ...2017-7-20 16:18 - macro-quant - 求助成功区

Estimating count data models with endogenous switching: Sample selection and end
6 个回复 - 1286 次查看【作者(必填)】Joseph V. Terza 【文题(必填)】Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects 【年份(必填)】1998 【全文链接或数据库名称 ...2017-5-24 09:42 - runman - 求助成功区

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approache
0 个回复 - 1899 次查看 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications 书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Ap ...2017-5-10 11:12 - lzg_jlu - 计量经济学与统计软件

state-space models with regime switching:
71 个回复 - 26055 次查看书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Applications 作者：Chang-Jin Kim, Charles R. Nelson 格式：pdf分卷压缩来源：自己复印扫描大小：39m 页数 ...2008-9-9 08:12 - bookbug - 计量经济学与统计软件

最新版MATLAB Package for Markov Regime Switching Models
2 个回复 - 2088 次查看 matlab package for MS Regress 1.09 matlab package for TVTP models based on MS Regress. paper updated 20152015-10-28 20:46 - chenchen2304 - MATLAB等数学软件专版

Time-Varying Transition Probabilities for Markov Regime Switching Models
1 个回复 - 1050 次查看【作者(必填)】Marco Bazzi1, Francisco Blasques2, Siem Jan Koopman2,3,* andAndre Lucas2 【文题(必填)】Time-Varying Transition Probabilities for Markov Regime Switching Models 【年份(必填)】2016 ...2017-4-28 09:25 - hnhs100 - 求助成功区

马可夫转换模型（Markov -switching model）
8 个回复 - 7937 次查看请问哪位高人知道，马可夫转换模型（Markov -switching model），或者推荐下哪本书上有介绍这种方法。谢谢！2010-4-29 16:59 - songjy - 学术资源/课程/会议/讲座

stata如何画出markov switching model中的平滑概率图？
0 个回复 - 1730 次查看像这种的图我看到官方文档中说用predict pr_state1 pr_state2, pr，命令即可。但我使用后会报错：(0 missing values generated)求助我该怎么样才能得到上图？谢谢各位了！！！2017-2-26 22:17 - 努力学习R语言 - Stata专版

Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1777 次查看【作者(必填)】Juri Marcucci 【文题(必填)】Forecasting Stock Market Volatility with Regime-Switching GARCH Models 【年份(必填)】2005 【全文链接或数据库名称(选填)】https://www.degruyter.com/vie ...2016-12-18 15:01 - runman - 求助成功区

Advances in Markov-switching Models by Hamilton
2 个回复 - 1764 次查看 2222222222016-2-28 23:41 - zaihunixueer - Gauss专版

On the estimation of regime-switching Lévy models
9 个回复 - 840 次查看【作者(必填)】Julien Chevallier / Stéphane Goutte 【文题(必填)】On the estimation of regime-switching Lévy models正文及附件【年份(必填)】2016 【全文链接或数据库名称(选填)】Studies in Nonli ...2016-11-3 17:14 - hkswen - 求助成功区

MSVAR(Markov-Switching Vector Autoregressions)model
4 个回复 - 3574 次查看学习分享一篇关于Makov区制转换VAR模型的经典理论文献2012-10-2 11:40 - jinfang8866 - 新手入门区

Markov-Switching Models using MSVARlib (Benoˆıt Bellone )
3 个回复 - 4270 次查看 MSVARlib 2.0, Markov-Switching Vector Autoregression Library, is an upgraded opensource basic package designed to model univariate or multivariate regime dependent time series. Among the available p ...2010-6-14 12:53 - laineyliverpool - Gauss专版

Regression tree model versus Markov regime switching: a comparison for electrici
2 个回复 - 695 次查看【作者(必填)】Aristeidis Samitas, Aggelos Armenatzoglou 【文题(必填)】Regression tree model versus Markov regime switching: a comparison for electricity spot price modelling and forecasting 【年 ...2016-9-28 21:42 - qianhaoqi - 求助成功区

endogenous regime switching model with unknown sample selection
3 个回复 - 1506 次查看亲们：请问STATA 有没有程序运行 endogenous regime switching model with unknown sample selection？ Y(1)=xb1+error term1 Y(2)=xb2+error term2 I=mb3+error term3 如果 I〉0 Y=y（1）如果I《=0 Y ...2016-9-28 15:23 - llcloud - Stata专版

Forecasting GDP growth using mixed-frequency models with switching regimes
1 个回复 - 737 次查看【作者(必填)】Fady Barsoum, Sandra Stankiewicz 【文题(必填)】Forecasting GDP growth using mixed-frequency models with switching regimes 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2016-9-28 21:18 - qianhaoqi - 求助成功区

An Investment Model via Regime-Switching Economic Indicators
5 个回复 - 1067 次查看求一个working paper: An Investment Model via Regime-Switching Economic Indicators, 作者赵永淦。[/backcolor]2016-8-30 09:29 - yanlinda50 - 求助成功区

Optimal selling rules in a regime-switching exponential Gaussian diffusion model
1 个回复 - 786 次查看【作者(必填)】P. Eloe, R. H. Llu, M. Yatsuki, G. Yin and Q. Zhang 【文题(必填)】Optimal selling rules in a regime-switching exponential Gaussian diffusion model 【年份(必填)】2008 【全文链接 ...2016-8-6 14:27 - yangnay - 求助成功区

Markov Switching Time Series Models
1 个回复 - 1565 次查看【作者(必填)】 [*]Jürgen Franke 【文题(必填)】Markov Switching Time Series Models 【年份(必填)】Handbook of Statistics Volume 30, 2012, Pages 99–122 【全文链接或数据库名称(选填)】http:/ ...2014-7-11 23:00 - nkky2011 - 求助成功区

Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model
1 个回复 - 520 次查看【作者(必填)】Wei Wanga* & Wensheng Wangab 【文题(必填)】Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.t ...2016-5-27 11:32 - hnu123 - 求助成功区

Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model
1 个回复 - 502 次查看【作者(必填)】Wei Wanga* & Wensheng Wangab 【文题(必填)】Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.t ...2016-3-28 19:50 - hnu123 - 求助成功区

[下载]State-Space Models with Regime Switching- Classical and Gibbs-Sampling Appro
47 个回复 - 23011 次查看 [此贴子已经被作者于2008-3-31 12:47:14编辑过]2008-3-31 12:37 - state12 - 公共经济学

[求助]State-Space Models with Regime Switching：Classical and Gibbs-Sampling
1 个回复 - 2463 次查看 State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approaches with Applications2008-4-1 10:30 - mike_zhang - 求助成功区

50币求：Advances in Markov-switching Models
3 个回复 - 929 次查看 [*]书名：Advances in Markov-switching Models: Applications in Business Cycle Research and Finance [*]作者：~ James D. Hamilton [*]出版社： Physica-Verlag GmbH & Co [*]语种：英语 [*]ISBN: 37908 ...2014-3-23 10:15 - 小V的生活 - 悬赏大厅

请教xuehe版主：Markov switching Model
8 个回复 - 6088 次查看我下载完CODE，并添加optmum.lcg到lib文件夹后，仍没法正常运行。问题如下：ine 232 in C:\gauss7.0\Markov1\MAXSEEK File not found G0014 : 'c:\gauss7.0\examples\optmum.ext' 我的问题是：1。下载 ...2008-9-6 13:07 - willieke - Gauss专版

求文献robust optimal protfolio choice under markovian regime switching model
2 个回复 - 740 次查看【作者(必填)】elliott r.j. and siu t.k. 【文题(必填)】robust optimal protfolio choice under markovian regime switching model 【年份(必填)】2009 【全文链接或数据库名称(选填)】2015-7-28 14:08 - macro-quant - 求助成功区

Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model
4 个回复 - 588 次查看【作者(必填)】Wei Wang Wensheng Wang 【文题(必填)】Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://onlineli ...2015-6-8 11:04 - lipj - 求助成功区

急！Eviews8的新功能的RegimeSwitchingModel分析问题
10 个回复 - 4693 次查看现在写的论文想用Markov Regime Switching Model　给不动产投资信托（Reit市场）做一个分析，想求β值，regime状态设为2个，有查到Eview8.0添加了RegimeSwitching分析的新功请问能有哪位大人用过？求讲解如何往里带 ...2014-1-8 16:07 - silverbulletei - EViews专版

Explicit-Duration Markov Switching Models
1 个回复 - 812 次查看【作者(必填)】Silvia Chiappa 【文题(必填)】Explicit-Duration Markov Switching Models 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.nowpublishers.com/article/Details/MAL-054 求 ...2015-4-22 15:09 - violinangel - 求助成功区

Regime Switching Model with Time Varying Transition Probabilities
14 个回复 - 1555 次查看 Regime Switching Model with Time Varying Transition Probabilitiesby Zhuanxin Ding[/backcolor] 14 Jun 2012 (Updated 20 Nov 2012)[/backcolor]**** 本内容被作者隐藏 ****[/backcolor]2015-3-31 00:13 - Nicolle - 计量经济学与统计软件

Switching Regression Models with Exogenous and Endogenous (1975)
2 个回复 - 1752 次查看【作者(必填)】G S Maddala, F D Nelson 【文题(必填)】Switching Regression Models with Exogenous and Endogenous (1975) 【年份(必填)】1975 【全文链接或数据库名称(选填)】http://citeseerx.ist.psu.ed ...2015-1-7 13:57 - magicsun - 求助成功区

A Regime-Switching Nelson-Siegel Term Structure Model of Macroeconomy
1 个回复 - 984 次查看【作者(必填)】Xiaoneng Zhu & Shahidur Rahman 【文题(必填)】A Regime-Switching Nelson-Siegel Term Structure Model of the Macroeconomy 【年份(必填)】2015 (forthcoming) 【全文链接或数据库名称(选 ...2015-2-12 19:33 - oldman - 求助成功区

【求】文献一篇，Kim的“Dynamic linear models with Markov switching”
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Exit problems in regime-switching models
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Bootstrap confidence intervals in a switching regressions model
1 个回复 - 724 次查看【作者(必填)】Stratford Douglas 【文题(必填)】 Bootstrap confidence intervals in a switching regressions model【年份(必填)】 1996 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scien ...2015-1-4 09:18 - magicsun - 求助成功区

Markov regime switching Model
14 个回复 - 11456 次查看最近朋友找我帮忙做一个计量模型的 Markov regime swithing 的模型，我想了一周，也没改造成功，看到论坛那么多有才的人，比如epoh，我这里发一个贴，期待各位的回应。看看能解决这个问题不。这里发一个arch_3_state ...2011-5-16 15:24 - tulipsliu - MATLAB等数学软件专版

The Definition of Part-Time Employment: A Switching Regression Model with Unkno
1 个回复 - 794 次查看【作者(必填)】Julie L. Hotchkiss[/backcolor] 【文题(必填)】The Definition of Part-Time Employment: A Switching Regression Model with Unknown Sample Selection 【年份(必填)】1991 【全文链接或数据 ...2014-12-31 17:07 - magicsun - 求助成功区

Dynamic linear models with Markov-switching
2 个回复 - 742 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Dynamic linear models with Markov-switchingCJ Kim - Journal of Econometrics, 1994 - Elsevier Abstract In this paper ...2014-12-20 23:28 - 马甲甲 - 求助成功区

Finite Mixture and Markov Switching Models
0 个回复 - 990 次查看 Sylvia Frühwirth-Schnatter Finite Mixture and Markov Switching Models2014-10-17 22:42 - li_mao - 计量经济学与统计软件

本人刚开始学gauss，想运行Markov-Switching Models using MSVARlib
24 个回复 - 12509 次查看本人刚开始学gauss，想运行Markov-Switching Models using MSVARlib （论坛上有免费下载的链接）。可是，gauss老是出错。本人精通matlab，对gauss刚刚开始，希望有人能够教我，如何在gauss上实现Markov-Switching ...2010-7-26 16:46 - casa - Gauss专版

Markov Switching in Portfolio Choice and Asset Pricing Models:
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Stochastic volatility model with regime-switching skewness
1 个回复 - 1105 次查看【作者(必填)】Jouchi Nakajima 【文题(必填)】Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 【年份(必填)】2013 【全文链接或数据库名 ...2014-7-15 21:50 - lipj - 求助成功区

Bayesian estimation of a Markov-switching threshold asymmetric GARCH model
2 个回复 - 1177 次查看【作者(必填)】David Ardia 【文题(必填)】Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations 【年份(必填)】2008 【全文链接或数据库名称(选填 ...2014-7-7 23:29 - lipj - 求助成功区

Finite Mixture and Markov Switching Models
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求助Stochastic volatility model with regime-switching skewness
1 个回复 - 666 次查看题目：Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 作者：Jouchi Nakajima 年份：2013 链接：http://www.degruyter.com/view/j/snde.2013.17 ...2014-4-18 09:25 - ywh19860616 - 求助成功区

eviews 8 Markov switching-AR model
1 个回复 - 1569 次查看请问一下大家eviews 8 的markov-switching 功能里面, 如果我的两个state，一个是AR(1), 一个是AR(2),那在equation specification里面怎么输入啊？我的dependent variable 是dr 然后我希望能够拟合成 dr=c(1)+c(2)* ...2014-3-25 18:02 - bambilull - EViews专版

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12 个回复 - 9549 次查看 2006-1-20 16:47 - xuelida - Gauss专版

Eviews 8.0 Markov switching AR model
2 个回复 - 2130 次查看求助EViews 大神！！！！想要用 two state MS-AR(3) model 模拟经济数据，希望的是每一个state都是不用的自回归等式，但是出来的transaction probabilities 不符合常理，p11小于0.5。麻烦各位大神能不能帮我看看 ...2014-3-11 21:06 - bambilull - EViews专版

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1 个回复 - 1383 次查看刚接触这一块，想问一个就是 Black-Scholes Model 和 regime switching model 是什么关系？是完全平行的两个模型么？还有一个基本概念不是很清楚就是用excel去做 BS model的simulation和calibration，这个calibratio ...2014-3-4 05:56 - 菜地守望者 - 金融学（理论版）

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