Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis
Hans-Martin Krolzig
| Year of publication: |
1997
|
|---|---|
| Authors: | Krolzig, Hans-Martin |
| Publisher: |
Berlin : Springer |
| Subject: | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | Konjunktur | Business cycle | Makroökonometrie | Macroeconometrics | Theorie | Theory | Deutschland | Germany | Welt | World | Konjunkturzyklus | Vektor-autoregressives Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIV, 357 S. graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 454 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Bibliografie enthalten ; Bibliography included ; Thesis |
| Language: | English |
| Thesis: | Zugl. erw. Fassung von: Berlin, Humboldt-Univ., Diss., 1996 |
| Notes: | Literaturverz. S. 331 - 346 kart. : DM 98.00 |
| ISBN: | 978-3-540-63073-9 ; 3-540-63073-2 |
| Classification: | Mathematische Statistik ; Wirtschaftswachstum |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013278129