The Information Matrix Test for Markov Switching Autoregressions with Covariate-dependent Transition Probabilities | Department of Economics

Monday, April 7, 2025 - 4:30pm - Monday, April 7, 2025 - 6:00pm

Econometrics Seminar

PCPSE 101
United States

More on Enrique Sentana

Joint with Dante Amengual (CEMFI) and Gabriele Fiorentini (Florence)

Enrique Sentana

CEMFI

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