Regime-switching cointegration
Year of publication: |
2015
|
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Authors: | Jochmann, Markus ; Koop, Gary |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 1, p. 35-48
|
Subject: | Bayesian | cointegration | Markov switching | model averaging | structural breaks | Kointegration | Cointegration | Strukturbruch | Structural break | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: PDF Reader |
Other identifiers: | 10.1515/snde-2012-0064 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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