State-space models with regime switching : classical and Gibbs-sampling approaches with applications /
Chang-Jin Kim and Charles R. Nelson.
Bok Engelsk 1999 · Electronic books
| Medvirkende | |
|---|---|
| Utgitt | Cambridge, Mass. : : MIT Press, , c1999.
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| Omfang | 1 online resource (xii, 297 p. ) : ill. ;
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| Opplysninger | Bibliographic Level Mode of Issuance: Monograph
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| Emner | Econometrics
Economics - Mathematical models Heteroscedasticity Sampling (Statistics) Vis mer... State-space methods
Business & Economics Economic Theory økonometri matematisk teori økonomi matematikk tidsserieanalyse konjunkturer konjunktursvingninger |
| Sjanger | |
| Dewey | |
| ISBN | 0262112388. - 9780262112383
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