Blar i BI Research Centre's Series på forfatter "Agudze, Komla Mawulom"
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Markov Switching Panel with Network Interaction Effects
Agudze, Komla Mawulom; Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco (CAMP Working Paper Series;1, Working paper, 2018-01)The paper introduces a new dynamic panel model for large data sets of time series, each of them characterized by a series-specific Markov switching process. By introducing a neighbourhood system based on a network ...