S1 Text. The MS-AR estimation results. for paper entitled “Several Explorations on How to Construct an Early Warning System for Local Government Debt Risk in China”.
Interview with Pierre Morin, conducted by Loipa Muniz Duarte on June 28th, 2022. This interview is part of the collection "Macroeconometric Modelling at the French Treasury", hosted by the Oral Histor
Pseudo Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH metho
We suggest a new method dealing with the problem of endogeneity of the threshold variable in structural threshold regression models based on copula theory. This method enables us to relax the assumpti