On the estimation of Euler equations in the presence of a potential regime shift

On the estimation of Euler equations in the presence of a potential regime shift

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Veröffentlicht in:The Manchester school 2000-01, Vol.68 (Supp.), p.92-121
Hauptverfasser: Saikkonen, Pentti, Ripatti, Antti
Format: Artikel
Sprache:eng
Schlagworte:
Currencies
Mathematical methods
Modelling
Monte Carlo simulation
Non-linear models
Regime transition
Regression analysis
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container_title The Manchester school
container_volume 68
creator Saikkonen, Pentti
Ripatti, Antti
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source Wiley-Blackwell Journals; Business Source Complete
subjects Currencies
Mathematical methods
Modelling
Monte Carlo simulation
Non-linear models
Regime transition
Regression analysis
title On the estimation of Euler equations in the presence of a potential regime shift
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