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A New Approach to Investigate Market Integration: a Markov-Switching Autoregressive Model with Time-Varying Transition Probabilities. (2012). Pelletier, Denis ; Goodwin, Barry ; Zhao, Jieyuan .
In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
RePEc:ags:aaea12:124825.

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  1. Modelling non-linear Spatial Market Integration and Equilibrium Processes in Hidden Markov Framework. (2013). Abunyuwah, Isaac ; Acquah, Henry De-Graft.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:5:y:2013:i:8:p:535-545.

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