Markov regime switching in economic time series
Ulf G. Erlandsson
| Year of publication: |
2005
|
|---|---|
| Authors: | Erlandsson, Ulf G. |
| Publisher: |
Lund : Univ., Dep. of Economics |
| Subject: | regime switching | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zins | Interest rate | Konjunktur | Business cycle | Währungskrise | Currency crisis | Südostasien | Southeast Asia | Schweden | Sweden |
| Extent: | VII, 111 S graph. Darst |
|---|---|
| Series: | Lund economic studies. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0460-0029, ZDB-ID 412597-6. - Vol. 128 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Zugl.: Lund, Univ., Diss., 2005 |
| Notes: | Enth. 6 Beitr |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003095762