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Browsing « CIRPÉE - Centre interuniversitaire sur le risque, les politiques économiques et l'emploi » by Author « Bauwens, Luc »

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A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; Rombouts, Jeroen V.K.
Issue Date : 2011-01

Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V.K.
Issue Date : 2011-11

On Marginal Likelihood Computation in Change-point Models
Bauwens, Luc; Rombouts, Jeroen V.K.
Issue Date : 2009-10

Theory and Inference for a Markov-Switching GARCH Model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V.K.
Issue Date : 2007-10

Showing results 1 to 4 of 4

 

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