State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications - Paperback
$76.99
Quantity
01
Pay over time for orders over $35.00 with
Availability:In StockContributor:Chang-Jin Kim, Charles R. NelsonSeries:Mit PressAudience:Young AdultPublish date:2017-11-03Pages:311
Language:EnglishPublisher:MIT PressISBN-13:9780262535502ISBN-10:262535505UPC:9780262535502Book Category:Business & EconomicsBook Subcategory:Econometrics, EconomicsSize:8.90 x 6.00 x 0.60 inchesWeight:1.0119Product ID:SCBG8RQKDZ
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 framework, approximates the likelihood function; the other, in the Bayesian framework, uses...
Language:EnglishPublisher:MIT PressISBN-13:9780262535502ISBN-10:262535505UPC:9780262535502Book Category:Business & EconomicsBook Subcategory:Econometrics, EconomicsSize:8.90 x 6.00 x 0.60 inchesWeight:1.0119Product ID:SCBG8RQKDZ
Chang-Jin Kim is Bryan C. Cressey Professor in the Department of Economics at the University of Washington. Charles Nelson is Ford and Louisa Van Voorhis Professor in the Department of Economics at the University of Washington.
Publisher: MIT Press
Contributor(s)
Author
Free shipping on orders over $75. Standard shipping takes 3-7 business days. Returns accepted within 30 days of purchase.