Quotation Hauzenberger, Niko, Huber, Florian, Pfarrhofer, Michael, Zörner, Thomas. 2020. Stochastic model specification in Markov switching vector error correction models. Studies in Nonlinear Dynamics and Econometrics.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Studies in Nonlinear Dynamics and Econometrics
Citation Index SSCI
Language English
Title Stochastic model specification in Markov switching vector error correction models
Year 2020
Reviewed? Y
DOI https://doi.org/10.1515/snde-2018-0069
Open Access N
JEL C11, C32, E31, E32, E44

Associations

Projects
Modeling and forecasting exchange rates in an unified econometric framework
People
Hauzenberger, Niko (Details)
Huber, Florian (Former researcher)
Pfarrhofer, Michael (Details)
Zörner, Thomas (Details)
Organization
Institute for Macroeconomics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1145 Time series analysis (Details)
5323 Econometrics (Details)
5335 Political economic theory (Details)
5371 Macroeconomics (Details)
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