Related Books
Language: en
Pages: 297
Pages: 297
Type: BOOK - Published: 1999 - Publisher: Mit Press
Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents r
Language: en
Pages: 312
Pages: 312
Type: BOOK - Published: 2017-11-03 - Publisher: MIT Press
Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents r
Language: en
Pages: 358
Pages: 358
Type: BOOK - Published: 2013-08-15 - Publisher: Springer Science & Business Media
State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme
Language: en
Pages: 369
Pages: 369
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media
This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have
Language: en
Pages: 417
Pages: 417
Type: BOOK - Published: 2016-04-30 - Publisher: Springer
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci
