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Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis - Lecture Notes in Economics and Mathematical Systems Hans-Martin Krolzig
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Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis - Lecture Notes in Economics and Mathematical Systems
Hans-Martin Krolzig
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.
371 pages, 35 black & white illustrations, 57 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1997. gada 26. augusts |
| ISBN13 | 9783540630739 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 357 |
| Izmēri | 297 × 210 × 20 mm · 929 g |
| Valoda | Franču |
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