Estimating and Testing Markov Switching Models with Economic and Financial Applications

Estimating and Testing Markov Switching Models with Economic and Financial Applications
Author: René Garcia
Publisher: Ann Arbor, Mich. : University Microfilms International
Total Pages:
Release: 1992
Genre: Economics
ISBN:


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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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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
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
Recent Advances in Estimating Nonlinear Models
Language: en
Pages: 308
Authors: Jun Ma
Categories: Business & Economics
Type: BOOK - Published: 2013-09-24 - Publisher: Springer Science & Business Media

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Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibi
Instrumental-variables Estimation in Markov Switching Models, with an Application to Testing the Unbiased Forward Exchange Rate Hypothesis
Language: en
Pages: 18