The extended switching regression model : allowing for multiple latent state variables
Arie Preminger, Uri Ben-Zion and David Wettstein
| Year of publication: |
2007
|
|---|---|
| Authors: | Preminger, Arie ; Ben-Zion, Uri ; Wettstein, David |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 26.2007, 7, p. 457-473
|
| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Volatilität | Volatility | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | USA | United States | 1989-1995 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003593886