Methods for Inference in Large Multiple-Equation Markov-Switching Models
Year of publication: |
[2014]
|
---|---|
Authors: | Sims, Christopher A. |
Other Persons: | Waggoner, Daniel F. (contributor) ; Zha, Tao A. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (46 p) |
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Series: | FRB of Atlanta Working Paper ; No. 2006-22 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2006 erstellt |
Other identifiers: | 10.2139/ssrn.962420 [DOI] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
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