Markov switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis
Hans-Martin Krolzig
| Alternative title: | Markov-switching vector autoregression |
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| Year of publication: |
1997
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| Authors: | Krolzig, Hans-Martin |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Konjunkturzyklus | Vektor-autoregressives Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XIV, 357 S. : graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : operations research, computer science, social science. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0075-8442. - Vol. 454 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Thesis: | Zugl.: Berlin, Humboldt-Univ., Diss., 1996 |
| ISBN: | 3-540-63073-2 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Konjunktur |
| Source: |
Persistent link: https://www.econbiz.de/10004325190