MARC Record from marc_columbia

LEADER: 02237fam a2200349 a 4500
001 2008866
005 20220609051010.0
008 970502s1997 nyua b 000 0 eng
010 $a 97019163
020 $a3540630732 (softcover : alk. paper)
035 $a(OCoLC)503278434
035 $a(OCoLC)ocn503278434
035 $9AMN6645CU
035 $a(NNC)2008866
035 $a2008866
040 $aDLC$cDLC$dNNC$dOrLoB-B
050 00 $aHB3711$b.K835 1997
082 00 $a338.5/42$221
100 1 $aKrolzig, Hans-Martin,$d1964-$0http://id.loc.gov/authorities/names/n97046402
245 10 $aMarkov-switching vector autoregressions :$bmodelling, statistical inference, and application to business cycle analysis /$cHans-Martin Krolzig.
260 $aNew York :$bSpringer,$c1997.
300 $axiv, 357 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aLecture notes in economics and mathematical systems,$x0075-8442 ;$v454
500 $aA revised version of the author's dissertation, accepted by the Economics Dept., Humboldt-University of Berlin, 1996.
504 $aIncludes bibliographical references.
505 00 $g1.$tThe Markov-Switching Vector Autoregressive Model --$g2.$tThe State-Space Representation --$g3.$tVARMA-Representation of MSI-VAR and MSM-VAR Processes --$g4.$tForecasting MS-VAR Processes --$g5.$tThe BLHK Filter --$g6.$tMaximum Likelihood Estimation --$g7.$tModel Selection and Model Checking --$g8.$tMulti-Move Gibbs Sampling --$g8.$tComparative Analysis of Parameter Estimation in Particular MS-VAR Models --$g10.$tExtensions of the Basic MS-VAR Model --$g11.$tMarkov-Switching Models of the German Business Cycle --$g12.$tMarkov-Switching Models of Global and International Business Cycles --$g13.$tCointegration Analysis of VAR Models with Markovian Shifts in Regime.
650 0 $aBusiness cycles$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh2007102243
650 0 $aSocial sciences$xStatistical methods.$0http://id.loc.gov/authorities/subjects/sh85124018
830 0 $aLecture notes in economics and mathematical systems ;$v454.$0http://id.loc.gov/authorities/names/n42015164
852 00 $boff,bus$hHB3711$i.K835 1997