Brusa, L., Pennoni, F., Bartolucci, F., Peruilh Bagolini, F. (2024). In-sample and out-of-sample forecasts for early warning systems using a hidden Markov model with covariates. Intervento presentato a: 1st Workshop for the PRIN Project "Hidden Markov Models for Early Warning Systems" - ID: 2022-NAZ-0371, Perugia, Italy.

In-sample and out-of-sample forecasts for early warning systems using a hidden Markov model with covariates

Brusa, L;Pennoni, F.;
2024

slide
discrete latent variable models, financial crises, maximum likelihood estimation, missing values
English
1st Workshop for the PRIN Project "Hidden Markov Models for Early Warning Systems" - ID: 2022-NAZ-0371
2024
2024
open
Brusa, L., Pennoni, F., Bartolucci, F., Peruilh Bagolini, F. (2024). In-sample and out-of-sample forecasts for early warning systems using a hidden Markov model with covariates. Intervento presentato a: 1st Workshop for the PRIN Project "Hidden Markov Models for Early Warning Systems" - ID: 2022-NAZ-0371, Perugia, Italy.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/516861
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