REGIME SWITCHING MODELS I
Sunday 25th August 2002,
14:30 - 16:00
Room: 4.9
Session Chair(s):
Chung-Ming Kuan, Academia Sinica, TAIWAN
Category: Econometrics
MARKOV-SWTCHING MODELS OF BUSINESS CYCLE: CAN THE ECONOMETRIC MODEL DETECT THE GROWTH REGIME?
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Presenter(s): |
Guillaume GUERRERO, University of PARIS 1 Pantheon Sorbonne, FRANCE |
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Co-Author(s): |
none |
SWITCHING EQUILIBRIA. THE PRESENT VALUE MODEL FOR STOCK PRICES REVISITED
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Presenter(s): |
Jesus Vazquez, Universidad del Pais Vasco, SPAIN |
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Co-Author(s): |
Maria-Jose Gutierrez, Universidad del Pais Vasco, SPAIN |
THE SEMI-NONSTATIONARY PROCESS: MODEL AND EMPIRICAL EVIDENCE
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Presenter(s): |
Chung-Ming Kuan, Academia Sinica, TAIWAN |
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Co-Author(s): |
Yue-Lieh Huang, Academia Sinica, TAIWAN and Ruey Tsay, University of Chicago, UNITED STATES |
SUBSAMPLING INFERENCE IN THRESHOLD AUTOREGRESSIVE MODELS
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Presenter(s): |
Jesus Gonzalo, U. Carlos III de Madrid, SPAIN |
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Co-Author(s): |
Michael Wolf, University Pompeu Fabra, SPAIN |
Total Papers in This session: 4
Session Ref: 622
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