Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis /

Bibliographic Details
Main Author: Krolzig, Hans-Martin, 1964-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [1997]
Series:Lecture notes in economics and mathematical systems. 454.
Subjects:

Evans: Library Stacks

Holdings details from Evans: Library Stacks
Call Number: HB3711 .K835 1997
 
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HB3711 .K835 1997 Available