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  1. State-Space Models with Regime Switching (Inbunden)

    av

    Chang-Jin Kim, Charles R. Nelson, C. Kim

    ISBN: 9780262112383 - UTGIVEN: 199906

    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 fr[...]

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    från 520.00 kr