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  • Search: subject:"first-order Markov process"
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Year of publication
Subject
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Cressie-Read power divergence criterion 3 adaptive behavior 3 conditional moment equations 3 controlled stochastic process 3 first-order Markov process 3 quadratic loss 3 Business cycle 1 First-order Markov process 1 Markov chain 1 Markov-Kette 1 Monte Carlo 1 Persistence 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Unobserved Components model 1 Wild bootstrap 1
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Online availability
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Free 4
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3 Undetermined 1
Author
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Miller, Douglas J. 3 Judge, George 2 Judge, George G. 1 Sanzo, Silvestro Di 1
Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 1
Published in...
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Econometrics 2 Econometrics : open access journal 1 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
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Information recovery in a dynamic statistical Markov model
Miller, Douglas J.; Judge, George - In: Econometrics 3 (2015) 2, pp. 187-198
Although economic processes and systems are in general simple in nature, the underlying dynamics are complicated and seldom understood. Recognizing this, in this paper we use a nonstationary-conditional Markov process model of observed aggregate data to learn about and recover causal influence...
Persistent link: https://www.econbiz.de/10011755276
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Cover Image
Information Recovery in a Dynamic Statistical Markov Model
Miller, Douglas J.; Judge, George - In: Econometrics 3 (2015) 2, pp. 187-198
Although economic processes and systems are in general simple in nature, the underlying dynamics are complicated and seldom understood. Recognizing this, in this paper we use a nonstationary-conditional Markov process model of observed aggregate data to learn about and recover causal influence...
Persistent link: https://www.econbiz.de/10011211017
Saved in:
Cover Image
Information recovery in a dynamic statistical Markov model
Miller, Douglas J.; Judge, George G. - In: Econometrics : open access journal 3 (2015) 2, pp. 187-198
Although economic processes and systems are in general simple in nature, the underlying dynamics are complicated and seldom understood. Recognizing this, in this paper we use a nonstationary-conditional Markov process model of observed aggregate data to learn about and recover causal influence...
Persistent link: https://www.econbiz.de/10011290690
Saved in:
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Output fluctuations persistence: Do cyclical shocks matter?
Sanzo, Silvestro Di - Dipartimento di Economia, Università Ca' Foscari Venezia - 2006
drift of the trend component to switch between different regimes according to a first-order Markov process. To calculate an …
Persistent link: https://www.econbiz.de/10005030075
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