Regime Switching Model Analysis using OxMetrics (2015)
by
Robert Alan Yaffee, Ph.D.
Generalized Autoregressive Score (GAS) Models in OxMetrics (2014)
a presentation by
Robert Alan Yaffee, Ph.D.
An Introduction to State Space Models :
A short Course using Stamp
by Robert Alan Yaffee, Ph.D.
Norwegian University of Science and Technology
Trondheim, Norway
November 26, 2009