Testing for Observation-dependent Regime Switchingin Mixture Autoregressive Models
Mika Meitz (University of Helsinki, Finland)
- Econometrics Seminars and Workshop Series
Mika Meitz (University of Helsinki, Finland)
Davide La Vecchia (Geneva School of Economics and Management, Switzerland)
Yacine Ait-Sahalia (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Daniel Wilhelm (University College London, United Kingdom)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Cisil Sarisoy Linke (Federal Reserve Bank, United States)
Roxana Halbleib (University of Konstanz)
Luis Candelaria (University of Warwick. United Kingdom)
Sebastiano Manzan (Baruch College, United States)
Monica Billio (Università Ca' Foscari Venezia, Italy)
Christoph Rothe (University of Mannheim)
Germain van Bever (University of Namur, Belgium)
Florian Gunsilius (Massachusetts Institute of Technology, United States)
Florian Gunsilius (MIT, United States)
Terri van der Zwan and Renee Spigt (Erasmus University Rotterdam)
Patrik Guggenberger (Pennsylvania State University, United States)
Patrik Guggenberger (Penn State University, United States)
Wolfgang Härdle (Humbolt Universtät zu Berlin, Germany)