{"id":"https://openalex.org/W4245003757","doi":"https://doi.org/10.1057/9780230226203.1411","title":"regime switching models","display_name":"regime switching models","publication_year":2008,"publication_date":"2008-04-25","ids":{"openalex":"https://openalex.org/W4245003757","doi":"https://doi.org/10.1057/9780230226203.1411"},"language":"en","primary_location":{"id":"doi:10.1057/9780230226203.1411","doi":"https://doi.org/10.1057/9780230226203.1411","is_oa":false,"landing_page_url":"https://doi.org/10.1057/9780230226203.1411","pdf_url":null,"source":{"id":"https://openalex.org/S4363604143","display_name":"The New Palgrave Dictionary of Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The New Palgrave Dictionary of Economics","raw_type":"reference-entry"},"volume":null,"type":"reference-entry","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"James D. Hamilton","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"James D. Hamilton","raw_affiliation_strings":["http://link.springer.com/referencework/10.1057/978-1-349-95121-5"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"http://link.springer.com/referencework/10.1057/978-1-349-95121-5","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":51,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"53","last_page":"57"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.38749998807907104,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.38749998807907104,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.2655999958515167,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.1096000000834465,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/regime-switching-models","display_name":"regime switching","score":0.9070000052452087},{"id":"https://openalex.org/keywords/markov-chains","display_name":"Markov chains","score":0.4519999921321869},{"id":"https://openalex.org/keywords/time-varying-parameters","display_name":"time-varying parameters","score":0.8050000071525574},{"id":"https://openalex.org/keywords/bayesian-estimation","display_name":"Bayesian estimation","score":0.640999972820282},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.8019999861717224},{"id":"https://openalex.org/keywords/garch-models","display_name":"GARCH models","score":0.9160000085830688},{"id":"https://openalex.org/keywords/state-space-models","display_name":"state-space model","score":0.9929999709129333}],"concepts":[{"id":"https://openalex.org/C2781089630","wikidata":"https://www.wikidata.org/wiki/Q21856745","display_name":"Realization (probability)","level":2,"score":0.6511781215667725},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.6424563527107239},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.638260543346405},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6147760152816772},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5894805192947388},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.5402936339378357},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4999408721923828},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4819481074810028},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.46759292483329773},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.4532403349876404},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4276065528392792},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4152769446372986},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25838136672973633},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.24918308854103088},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.22809100151062012},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15471941232681274},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0679958164691925},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1057/9780230226203.1411","doi":"https://doi.org/10.1057/9780230226203.1411","is_oa":false,"landing_page_url":"https://doi.org/10.1057/9780230226203.1411","pdf_url":null,"source":{"id":"https://openalex.org/S4363604143","display_name":"The New Palgrave Dictionary of Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The New Palgrave Dictionary of Economics","raw_type":"reference-entry"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2189200018","https://openalex.org/W2185172796","https://openalex.org/W7097043459","https://openalex.org/W19721922","https://openalex.org/W1774372486","https://openalex.org/W2542487412","https://openalex.org/W3111790649","https://openalex.org/W2337502948","https://openalex.org/W4388062655","https://openalex.org/W2007519228"],"abstract_inverted_index":{"If":[0],"the":[1,18,26,36,41,66],"parameters":[2,37],"of":[3,17,25,43,65],"a":[4,14,23],"time-series":[5],"process":[6,20],"are":[7],"subject":[8],"to":[9,40],"change":[10],"over":[11],"time,":[12],"then":[13],"full":[15],"description":[16],"data-generating":[19],"must":[21],"include":[22],"specification":[24],"probability":[27],"law":[28],"governing":[29],"these":[30],"changes,":[31],"for":[32,55],"example,":[33],"postulating":[34],"that":[35,68],"evolve":[38],"according":[39],"realization":[42],"an":[44],"unobserved":[45],"Markov":[46],"chain.":[47],"This":[48],"article":[49],"describes":[50],"classical":[51],"and":[52,57,62,76],"Bayesian":[53],"algorithms":[54],"estimation":[56],"inference":[58],"in":[59,70],"such":[60,73],"models":[61],"discusses":[63],"some":[64],"issues":[67],"arise":[69],"particular":[71],"cases":[72],"as":[74],"GARCH":[75],"state-space":[77],"models.":[78]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":12},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":7}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2022-05-12T00:00:00"}
