Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis

By Hans-Martin Krolzig

This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540630732
• ISBN13: 9783540630739
• Release Date: August 1997
• Publisher: Springer
• Length: 357 Pages
• Weight: 2.05 lbs.
• Dimensions: 0.9" x 8.3" x 11.7"