Threshold autoregressive and Markov switching models : an application to commercial real estate
by James Maitland-Smith; Chris Brooks
| Year of publication: |
1996
|
|---|---|
| Authors: | Maitland-Smith, James |
| Other Persons: | Brooks, Chris (contributor) |
| Institutions: | University of Reading / Department of Economics (contributor) |
| Publisher: |
Reading : Univ. of Reading, Dep. of Economics |
| Subject: | Markov-Kette | Markov chain | Gewerbeimmobilien | Commercial real estate | Schätzung | Estimation | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| Extent: | 20 S graph. Darst |
|---|---|
| Series: | Discussion paper in urban and regional economics / C. - Reading, ZDB-ID 863915-2. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 17 - 19 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000944098