An edition of Markov-switching vector autoregressions (1997)

Markov-switching vector autoregressions

modelling, statistical inference, and application to business cycle analysis

by

Cover of: Markov-switching vector autoregressions by Hans-Martin Krolzig, Hans-Martin Krolzig
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Last edited by ImportBot
February 26, 2022 | History
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An edition of Markov-switching vector autoregressions (1997)

Markov-switching vector autoregressions

modelling, statistical inference, and application to business cycle analysis

by

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Publish Date
Publisher
Springer
Language
English
Pages
357

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Subjects

Statistical methods, Mathematical models, Business cycles, Social sciences, Business cycles, mathematical models, Social sciences, statistical methods
Edition Availability
Cover of: Markov-switching vector autoregressions
Markov-switching vector autoregressions: modelling, statistical inference, and application to business cycle analysis
1997, Springer
in English

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Book Details

Edition Notes

Includes bibliographical references (p. [331]-346).
A revised version of the author's dissertation, accepted by the Economics Dept., Humboldt-University of Berlin, 1996.

Published in
Berlin, New York
Series
Lecture notes in economics and mathematical systems,, 454

Classifications

Dewey Decimal Class
338.5/42
Library of Congress
HB3711 .K835 1997, HB139-141

The Physical Object

Pagination
xiv, 357 p. :
Number of pages
357

ID Numbers

Open Library
OL673095M
ISBN 10
3540630732
LCCN
97019163
OCLC/WorldCat
503278434

Source records

Library of Congress MARC record
Better World Books record
Promise Item
marc_columbia MARC record

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History

Download catalog record: RDF / JSON
February 26, 2022 Edited by ImportBot import existing book
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
February 6, 2010 Edited by WorkBot add more information to works
December 10, 2009 Created by WorkBot add works page