Jamol Bahromov
Biographic Data
| ID | 9613716 |
|---|---|
| NAME | Jamol Bahromov |
| GIVEN NAMES | Jamol |
| FAMILY NAME | Bahromov |
| SIGNATURE | BAHROMOV J |
| AFFILIATIONS | Ruhr University Bochum |
| ORCID | 0000-0002-5618-5126 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Regime-switching empirical similarity model
In this paper, I extend the standard specification of the empirical similarity (ES) model of Gilboa et al. (Rev Econ Stat 88:433–444, 2006) to account for changes in parameters. I implement this by allowing for a combination of component ES models in the spirit of Gaussian mixture models. The predictive power of the modified model, along with that of the standard specification, will be assessed and compared to the baseline models consisting of au…
No prominent works on this page.
Regime-switching empirical similarity model
In this paper, I extend the standard specification of the empirical similarity (ES) model of Gilboa et al. (Rev Econ Stat 88:433–444, 2006) to account for changes in parameters. I implement this by allowing for a combination of component ES models in the spirit of Gaussian mixture models. The predictive power of the modified model, along with that of the standard specification, will be assessed and compared to the baseline models consisting of au…
Artificial Intelligence (1 work) · Autocorrelation (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic Policies and Impacts (1 work) · Economic theories and models (1 work) · Markov chain (1 work) · Mathematics (1 work) · Mixture model (1 work) · Monetary Policy and Economic Impact (1 work)