Markov Switching Models, Dynamic Factor Models, or both? Comparing models in an elaborate simulation study and an application in macroeconomics.

Additional Metadata
Keywords	Markov switching; dynamic factor models; VAR; macroeconomic forecasting
Thesis Advisor	Kole, HJWG
Persistent URL	hdl.handle.net/2105/65777
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Edel, M.T. (2022, December 13). Markov Switching Models, Dynamic Factor Models, or both? Comparing models in an elaborate simulation study and an application in macroeconomics.. Econometrie. Retrieved from http://hdl.handle.net/2105/65777

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