Finance and Economics Discussion Series: Incorporating Vintage Differences and Forecasts Into Markov Switching Models

By Jeremy J. Nalewaik

This paper discusses extensions of standard Markov switching models that allow estimated probabilities to reflect parameter breaks at or close to the end of the sample, too close for standard maximum... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288708742
• ISBN13: 9781288708741
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 50 Pages
• Weight: 0.24 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"