| Record ID | marc_loc_2016/BooksAll.2016.part26.utf8:50513224:1028 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part26.utf8:50513224:1028?format=raw |
LEADER: 01028cam a2200241 a 4500
001 97019163
003 DLC
005 19980225133539.6
008 970502s1997 gw a b 000 0 eng
010 $a 97019163
020 $a3540630732 (softcover : alk. paper)
040 $aDLC$cDLC$dDLC
050 00 $aHB3711$b.K835 1997
082 00 $a338.5/42$221
100 1 $aKrolzig, Hans-Martin,$d1964-
245 10 $aMarkov-switching vector autoregressions :$bmodelling, statistical inference, and application to business cycle analysis /$cHans-Martin Krolzig.
260 $aBerlin ;$aNew York :$bSpringer,$cc1997.
300 $axiv, 357 p. :$bill. ;$c24 cm.
440 0 $aLecture notes in economics and mathematical systems,$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 (p. [331]-346).
650 0 $aBusiness cycles$xMathematical models.
650 0 $aSocial sciences$xStatistical methods.