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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Auteurs principaux: Kim, Chang-Jin, Nelson, Charles R.
Format: Livre
Langue:English
Publié: MIT Press 2012
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Accès en ligne:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30575
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