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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Bibliografiske detaljer
Những tác giả chính: Kim, Chang-Jin, Nelson, Charles R.
Format: Bog
Sprog:English
Udgivet: MIT Press 2012
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Online adgang:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30575
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