State-Space Models with Regime Switching 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

☆☆☆☆☆
简体网页||繁体网页

Chang-kim Kim 作者

MIT Press

译者

1999-6-18 出版日期

302 页数

GBP 45.95 价格

Hardcover

丛书系列

9780262112383 图书编码

State-Space Models with Regime Switching 在线电子书图书标签: state space Statistics

喜欢 State-Space Models with Regime Switching 在线电子书的读者还喜欢

下载链接在页面底部

点击这里下载

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-07-04

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

State-Space Models with Regime Switching 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

State-Space Models with Regime Switching 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

State-Space Models with Regime Switching 在线电子书用户评价

评分☆☆☆☆☆

State-Space Models with Regime Switching 在线电子书著者简介

State-Space Models with Regime Switching 在线电子书图书目录

State-Space Models with Regime Switching 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

State-Space Models with Regime Switching 在线电子书图书描述

Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data.The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's "plucking" model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns.

State-Space Models with Regime Switching 在线电子书下载 mobi epub pdf txt 在线电子书下载

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!