State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Chang-Jin Kim and Charles R. Nelson
| Year of publication: |
[1999]
|
|---|---|
| Authors: | Kim, Chang-jin ; Nelson, Charles R. |
| Publisher: |
Cambridge, Massachusetts : The MIT Press |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Ökonometrisches Modell | Stichprobe | Markov-Prozess | Zeitreihenanalyse | Gibbs-sampling | Ökonometrie | Makroökonomie | Kreditmarkt | Methode |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | xii, 297 Seiten Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturangaben |
| ISBN: | 0-262-11238-8 ; 978-0-262-11238-3 ; 978-0-262-53550-2 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000672140