Authors:
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 454)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (15 chapters)
-
Front Matter
-
Back Matter
About this book
Authors and Affiliations
-
Institute of Economics and Statistics, University of Oxford, Oxford, Great Britain
Hans-Martin Krolzig
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
-
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