Panel Markov-switching Models of Economic Phenomena

Panel Markov-switching Models of Economic Phenomena
Author: Paul Victor Hamilton
Publisher:
Total Pages: 382
Release: 2002
Genre:
ISBN:


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Panel Markov-switching Models of Economic Phenomena
Language: en
Pages: 382
Authors: Paul Victor Hamilton
Categories:
Type: BOOK - Published: 2002 - Publisher:

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Advances in Markov-Switching Models
Language: en
Pages: 267
Authors: James D. Hamilton
Categories: Business & Economics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advance
Estimating and Testing Markov Switching Models with Economic and Financial Applications
Language: en
Pages:
Authors: René Garcia
Categories: Economics
Type: BOOK - Published: 1992 - Publisher: Ann Arbor, Mich. : University Microfilms International

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Hidden Markov Models
Language: en
Pages: 167
Authors: Ramaprasad Bhar
Categories: Business & Economics
Type: BOOK - Published: 2006-04-18 - Publisher: Springer Science & Business Media

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Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes
Reconnecting the Markov Switching Model with Economic Fundamentals
Language: en
Pages:
Authors: Ulf G. Erlandsson
Categories:
Type: BOOK - Published: 2004 - Publisher:

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