Dynamic linear models with Markov-switching

Keyphrases

• Markov Switching 100%
• Dynamic Linear Model 100%
• Computation Time 50%
• Maximum Likelihood Estimation 50%
• Estimation Method 50%
• Flexible Forming 50%
• Switching Process 50%
• Markov Switching Model 50%
• State-space Model 50%
• State-space Representation 50%
• Measurement Equation 50%
• Hamilton Model 50%
• General State Space 50%
• Stevens 50%
• Smoothing Algorithm 50%
• Filtering Algorithm 50%
• Transition Equations 50%

Economics, Econometrics and Finance

• State Space Model 100%