Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Markov-Switching Vector Autoregressions

Markov-Switching Vector Autoregressions

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540630739
Condition
New
Product Description

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 non-linearities and regime shifts, mainly, in univariate eco nomic time series. This study is intended to provide a systematic and operational ap proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier tenkolleg Angewandte Mikrokonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study.

Available Colors
Available Sizes
1 Offer Price Range: $79.99 - $79.99
BEST PRICE

Single Product Purchase

$79.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$79.99 $79.99

$79.99
See Site In stock Visit Store

Similar Products

Die Suglingstuberkulose in Lbeck

$59.99

The Biology of Complex Organisms

$39.99

Extracellular Matrix

$109.99

Between the Devil and the Deep

$39.99

Asia Literacy in a Global World

$39.99

Something (Hardcover)

$13.49

General Nematology

$199.99

Die Offenlegung von Aktienbesitz nach deutschem Recht

$59.99

Human Development in Bihar, India

$109.99

Identifying Numerals Up to Grade K Differentiation Pack

$5.99

Reise eines Erdbewohners in den Mars

$29.99

Conceptual Modeling ER 2010

$39.99

Clinical Electrophysiology of the Somatosensory Cortex

$54.99

Adapting to Climate Change

$39.99

Microbial Ecology

$169.99

Designing Cooler Cities

$159.99

Parteien in der Brgergesellschaft

$29.99

Economic Evaluation, Cost-Benefit Analysis, Economic Ethics

$139.99

MicroRNA Expression Detection Methods

$219.99

Kernphysik

$54.99

The Spatial and Temporal Dimensions of Interactions

$49.99

Atlas of Uveitis

$219.99

Gay Liberation to Campus Assimilation

$69.99

Human Centred Intelligent Systems

$219.99

Hydrogen Materials Science and Chemistry of Carbon Nanomaterials

$259.00

Numerical Integration III

$54.99

Shakespeare on the Arabian Peninsula

$119.99

Advances in Geotechnical Engineering & Geoenvironmental Engineering

$169.99

Epidermal Growth Factor

$84.99

Aufgabensammlung Elektrische Messtechnik

$39.99

Argus Developer in Practice

$79.99

Alternatives to Antibiotics

$249.99

Violence and Peace in Sacred Texts

$159.99

Communicating out of a Crisis

$84.99

Handbook of Behavioral Health Disability Management

$109.00

Volkswirtschaftslehre fr Sozialwissenschaftler

$39.99

Unternehmungsplanung

$59.99

Major League Sports and the Property Tax

$139.99

Mein Bruder Sisyphos, mein Freund der Minotauros

$59.99

Markenstrkenmessung unter besonderer Bercksichtigung von Konsumentenheterogenitt

$69.99