Nonstationarities and Markov switching models
Marcelle Chauvet and Yanpin Su
| 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 |
| Extent: | graph. Darst. |
|---|---|
| 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/10011406764