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  • Search: subject:"Markov switching VAR model"
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Year of publication
Subject
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Bayes-Statistik 1 Bayesian inference 1 Bayesian model comparison 1 Erdgasmarkt 1 Estimation 1 Markov Switching VAR model 1 Markov chain 1 Markov-Kette 1 Natural gas market 1 Schätzung 1 Theorie 1 Theory 1 USA 1 United States 1 VAR model 1 VAR-Modell 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Graue Literatur 1 Non-commercial literature 1
Language
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English 1
Author
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Bao Hoang Nguyen 1 Hou, Chenghan 1
Published in...
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CAMA working paper series 1
Source
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ECONIS (ZBW) 1
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Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan; Bao Hoang Nguyen - 2018
Persistent link: https://www.econbiz.de/10012202136
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