Markov-Switching common dynamic factor model with mixed-frequency data
Konstantin A. Kholodilin
| Year of publication: |
Sep. 2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Kholodilin, Konstantin A. (contributor) |
| Institutions: | Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> (contributor) |
| Publisher: |
Louvain-la-Neuve : Institut de Recherches Economiques et Sociales |
| Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Dynamische Wirtschaftstheorie | Economic dynamics | Kointegration | Cointegration |
| Extent: | Online-Ressource, 13 p., text Ill |
|---|---|
| Series: | IRES discussion papers. - Louvain-la-Neuve, ZDB-ID 2175647-8. - Vol. 2001,20 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001700047