Media type: Book; Thesis Title: Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis Contains: Literaturverz. S. 331 - 346 Contributor: Krolzig, Hans-Martin [Author] Published: Berlin; Heidelberg [u.a.]: Springer, 1997 Published in: Lecture notes in economics and mathematical systems ; 454 Extent: XIV, 357 S.; graph. Darst Language: English ISBN: 9783540630739; 3540630732 RVK notation: SI 853 : Lecture notes in operations research and mathematical systems Vol. 1-15: Lecture notes in operations research and mathematical economics Vol. 16-: Lecture notes in economics and mathematical systems QC 330 : Konjunkturtheorie Keywords: Konjunkturzyklus > Vektor-autoregressives Modell Markov-Kette Origination: University thesis: Zugl. erw. Fassung von: Berlin, Humboldt-Univ., Diss., 1996 Footnote: Literaturverz. S. 331 - 346
Departmental Library DrePunct – open access area Shelf-mark: QC 330 K93 Item ID: 10326822 Status: Loanable