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...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Những tác giả chính: Kim, Chang-Jin, Nelson, Charles R.
Formato: Livro
Idioma:English
Publicado em: MIT Press 2012
Assuntos:
Acesso em linha:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30575
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt