Non-markovian regime switching with endogenous states and time-varying state strengths
Year of publication: |
Nov. 2004 ; [Elektronische Ressource]
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Other Persons: | Chib, Siddhartha (contributor) ; Dueker, Michael (contributor) |
Subject: | regime switching | Markov-Kette | Markov chain | Autokorrelation | Autocorrelation | Zustandsraummodell | State space model |
Extent: | Online-Ressource, 22, [6] p., text ill |
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Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2004,030 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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