Identification and normalization in Markov switching models of "business cycles"
Penelope A. Smith ...
| Year of publication: |
Oct. 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Smith, Penelope A. (contributor) ; Summers, Peter M. (contributor) |
| Institutions: | Federal Reserve Bank of Kansas City / Research Division (contributor) |
| Publisher: |
Kansas City [Mo.] : Research Division, Federal Reserve Bank of Kansas City |
| Subject: | Konjunktur | Business cycle | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | Online-Ressource, 24 p., text ill |
|---|---|
| Series: | Research working papers / Federal Reserve Bank of Kansas City. - Kansas City, Mo. : [Verlag nicht ermittelbar], ISSN 1936-5330, ZDB-ID 2123760-8. - Vol. 04-09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | System requirements: Adobe Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002541250