Nonstationarities and Markov switching models
Year of publication: |
2014
|
---|---|
Authors: | Chauvet, Marcelle ; Su, Yanpin |
Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 123-146
|
Subject: | Markov-Kette | Markov chain | Stationarität | Stationarity | Strukturbruch | Structural break | Schätzung | Estimation | Konjunktur | Business cycle | USA | United States |
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