State-space Models With Regime Switching : Classical and Gibbs-sampling Approaches With Applications

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State-space Models With Regime Switching : Classical and Gibbs-sampling Approaches With Applications

State-space models and Markov-switching models have both been highly productive paths for research in econometrics because they address primary issues in our attempts to understand the economy. Unobserved variables are important actors in our stories about consumption behavior, unemployment, inflati...

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Dades bibliogràfiques
Autors principals:	Kim, Chang-Jin, Nelson, Charles R.
Format:	Llibre
Idioma:	English
Publicat:	MIT Press 2012
Matèries:	Econometrics
Accés en línia:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30575
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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