Navegação Economia por Autor "Mendes, Fernando Henrique de Paula e Silva"
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Markov-switching models : empirical applications using classical and Bayesian inference
Mendes, Fernando Henrique de Paula e Silva (2019) [Tese]In this thesis, we present three empirical applications on finance and macroeconomics. The general modeling framework in all chapters is based on extensions of the Markov-switching model. And the statistical methodology ...