Books by Michael Dueker
Multivariate Markov switching
Multivariate Markov switching with weighted regime determination
Multivariate contemporaneous t
Multivariate contemporaneous threshold autoregressive models
Kalman filtering with truncate
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
Contemporaneous threshold auto
Contemporaneous threshold autoregressive models
Stochastic capital depreciatio
Stochastic capital depreciation and the comovement of hours and productivity?
Can markov switching models pr
Can markov switching models predict excess foreign exchange returns?
Austria's hard currency policy
Austria's hard currency policy