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State-Space Models with Regime Switching

Language EnglishEnglish
Book Paperback
Book State-Space Models with Regime Switching Chang-Jin Kim
Libristo code: 18204233
Publishers MIT Press Ltd, November 2017
Both state-space models and Markov switching models have been highly productive paths for empirical... Full description
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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 b

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About the book

Full name State-Space Models with Regime Switching
Author Chang-Jin Kim, Charles R. Nelson
Language English
Binding Book - Paperback
Date of issue 2017
Number of pages 312
EAN 9780262535502
ISBN 9780262535502
Libristo code 18204233
Publishers MIT Press Ltd
Weight 432
Dimensions 228 x 154 x 18

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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