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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Главные авторы:	Kim, Chang-Jin, Nelson, Charles R.
Формат:	‌
Язык:	English
Опубликовано:	MIT Press 2012
Предметы:	Econometrics
Online-ссылка:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30575
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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

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