State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Year of publication: |
[1999]
|
---|---|
Authors: | Kim, Chang-jin ; Nelson, Charles R. |
Publisher: |
Cambridge, Massachusetts : The MIT Press |
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Ökonometrisches Modell | Stichprobe | Markov-Prozess | Zeitreihenanalyse | Gibbs-sampling | Ökonometrie | Makroökonomie | Kreditmarkt | Methode |
Description of contents: | Table of Contents [gbv.de] |
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Rational expectations econometrics
Hansen, Lars Peter, (1991)
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The foundations of econometric analysis
Hendry, David F., (1995)
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Davidson, James, (2000)
- More ...
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Kim, Chang-jin, (2015)
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Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
Kim, Chang-Jin, (2013)
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State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jin,
- More ...