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Estimation of Markov regime-switching regression models with endogenous switching. (2008). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
In: Journal of Econometrics.
RePEc:eee:econom:v:143:y:2008:i:2:p:263-273.

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  60. Factors explaining high interest rates in Mongolia: A Markov Regime-Switching approach. (2017). Doojav, Gan-Ochir.
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  61. Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric.
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  62. An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan .
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  63. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan.
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  83. Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II. (2014). PEGUIN-FEISSOLLE, Anne ; Dufrénot, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
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  88. A view to the long-run dynamic relationship between crude oil and the major asset classes. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:13:y:2004:i:1:p:1-43.

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  49. Characterization of the skew-normal distribution. (2004). Nguyen, Truc ; Sanqui, Jose ; Gupta, Arjun.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:56:y:2004:i:2:p:351-360.

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  50. A multivariate skew normal distribution. (2004). Gupta, Arjun K. ; Gonzalez-Farias, Graciela ; Dominguez-Molina, Armando J..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:89:y:2004:i:1:p:181-190.

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