Related Books

Panel Markov-switching Models of Economic Phenomena
Language: en
Pages: 382
Authors: Paul Victor Hamilton
Categories:
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK

Advances in Markov-Switching Models
Language: en
Pages: 267
Authors: James D. Hamilton
Categories: Business & Economics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advance
Estimating and Testing Markov Switching Models with Economic and Financial Applications
Language: en
Pages:
Authors: René Garcia
Categories: Economics
Type: BOOK - Published: 1992 - Publisher: Ann Arbor, Mich. : University Microfilms International

DOWNLOAD EBOOK

Hidden Markov Models
Language: en
Pages: 167
Authors: Ramaprasad Bhar
Categories: Business & Economics
Type: BOOK - Published: 2006-04-18 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes
Incorporating Vintage Differences and Forecasts Into Markov Switching Models
Language: en
Pages: 70
Authors: Jeremy Nalewaik
Categories: Economic forecasting
Type: BOOK - Published: 2007 - Publisher:

DOWNLOAD EBOOK