Markov regime switching in economic variables : part I: modelling, estimating and testing ; part II: a selective survey
Sylvia Kaufmann and Martin Scheicher
| Year of publication: |
1996
|
|---|---|
| Authors: | Kaufmann, Sylvia ; Scheicher, Martin |
| Publisher: |
Vienna : Inst. for Advanced Studies |
| Extent: | 44 S. |
|---|---|
| Series: | Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien. - Wien : IHS, ISSN 1605-7996. - Vol. 38 |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004337513