Spara
Markov-Switching Vector Autoregressions
Författare:
häftad, 1997
Engelska
This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. This study is intended to provide a systematic and operational ap proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model.
- Undertitel
- Modelling, Statistical Inference, and Application to Business Cycle Analysis
- Författare
- Hans-Martin Krolzig
- ISBN
- 9783540630739
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 1997-08-26
- Sidor
- 357
