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State-space models with regime switching : classical and Gibbs-sampling approaches with applications /
"Both state-space models and Markov-switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classi...
| Call Number: | Libro Electrónico |
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cambridge, Mass. :
MIT Press,
©1999.
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| Series: | MIT Press Ser.
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| Subjects: | |
| Online Access: | Texto completo |