Regime switching with time-varying transition probabilities
Francis X. Diebold; Joon-Haeng Lee; Gretchen C. Weinbach
| Year of publication: |
1993
|
|---|---|
| Authors: | Diebold, Francis X. ; Lee, Joon-haeng ; Weinbach, Gretchen C. |
| Publisher: |
Philadelphia |
| Subject: | Theorie | Theory | Markov-Kette | Markov chain |
| Extent: | 37 S graph. Darst |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division. - Philadelphia, Pa. : Reserve Bank, ZDB-ID 1343488-3. - Vol. 93-12 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 19 - 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000145073