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...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Kim, Chang-Jin, Nelson, Charles R.
Formato: Libro
Lenguaje:English
Publicado: MIT Press 2012
Materias:
Acceso en línea:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30575
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt