Ordinary and Markov-switching autoregressive models for firm-level underwriting data
Frank Y. Feng, Michael R. Powers
| Year of publication: |
2019
|
|---|---|
| Authors: | Feng, Frank Yulin ; Powers, Michael R. |
| Subject: | autoregressive process | cycles | Markov switching | regimes | underwriting profitability | Markov-Kette | Markov chain | Autokorrelation | Autocorrelation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | VAR-Modell | VAR model | Schätzung | Estimation | Börsengang | Initial public offering |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/apjri-2018-0031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120658