Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[1997]
|
| Series: | Lecture notes in economics and mathematical systems.
454. |
| Subjects: |
| Item Description: | A revised version of the author's dissertation, accepted by the Economics Dept., Humboldt-University of Berlin, 1996. |
|---|---|
| Physical Description: | xiv, 357 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages [331]-346). |
| ISBN: | 3540630732 (softcover : alk. paper) |
| ISSN: | 0075-8442 ; |