Estimation and inference in threshold type regime switching models
Jesús Gonzalo and Jean-Yves Pitarakis
| Year of publication: |
2013
|
|---|---|
| Authors: | Gonzalo, Jesús ; Pitarakis, Jean-Yves |
| Published in: |
Handbook of research methods and applications in empirical macroeconomics. - Cheltenham [u.a.] : Edward Elgar, ISBN 978-1-78254-507-1. - 2013, p. 189-205
|
| Subject: | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010206806