Testing for Observation-dependent Regime Switchingin Mixture Autoregressive Models
Mika Meitz (University of Helsinki, Finland)
- Econometrics Seminars and Workshop Series
Mika Meitz (University of Helsinki, Finland)
Davide La Vecchia (Geneva School of Economics and Management, Switzerland)
Yacine Ait-Sahalia (Princeton University, United States)
Warren B. Powel (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Daniel Wilhelm (University College London, United Kingdom)
Jasper Bos (University of Twente)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Catherine Doz (Paris School of Economics)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California at San Diego, United States)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Matthijs van Zon, Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)