Markov-switching model selection using Kulklback-Leibler divergence
by Aaron Smith, Prasad A. Naik, and Chih-ling Tsai
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Smith, Aaron D. (contributor) ; Naik, Prasad A. (contributor) ; Tsai, Chih-ling (contributor) |
| Publisher: |
Davis, Calif. : Univ. of California Davis, Dep. of Agricultural and Resource Economics |
| Subject: | Markov-Kette | Markov chain | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
| Extent: | Online-Ressource, (31, [10] S.) graph. Darst. |
|---|---|
| Series: | Working papers / Department of Agricultural and Resource Economics, University of California Davis. - Davis, Calif., ZDB-ID 2122290-3. - Vol. 05,001 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003729998