Variable Selection in Switching Dynamic Regression Models
Saldaña-Zepeda, Dayna P., Velasco-Cruz, Ciro, Torres-Preciado, Víctor H.
Published in Revista Colombiana de estadística (01.01.2022)
Published in Revista Colombiana de estadística (01.01.2022)
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Journal Article
Mexican peso-USD exchange rate: A switching linear dynamical model application
Saldaña-Zepeda, Dayna P., Velasco-Cruz, Ciro, Torres-Preciado, Víctor H.
Published in International economics (Paris) (01.08.2020)
Published in International economics (Paris) (01.08.2020)
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Journal Article