Overview
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 454)
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Table of contents (15 chapters)
Keywords
About this book
Authors and Affiliations
Bibliographic Information
Book Title: Markov-Switching Vector Autoregressions
Book Subtitle: Modelling, Statistical Inference, and Application to Business Cycle Analysis
Authors: Hans-Martin Krolzig
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-642-51684-9
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1997
Softcover ISBN: 978-3-540-63073-9Published: 26 August 1997
eBook ISBN: 978-3-642-51684-9Published: 29 June 2013
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XIV, 357
Number of Illustrations: 35 b/w illustrations
Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Statistics for Business, Management, Economics, Finance, Insurance
Industry Sectors: Finance, Business & Banking