Unobserved-component time-series models with Markov-switchin
Unobserved-component time-series models with Markov-switching heteroskedasticity
6 min read
Rate this book:
Buy This Book
As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.
Know this book?
Help other readers discover this title by sharing your thoughts. Be the first to write a review.
Share Your Thoughts
Sign in to write a review.
More by Kim, Chang-Jin.
A Bayesian approach to counter
A Bayesian approach to counterfactual analysis with an application to the volatility reduction in U.S. real GDP
Dynamic linear models with Mar
Dynamic linear models with Markov-switching
Estimation of Markov regime-sw
Estimation of Markov regime-switching regression models with endogenous switching
Exchange rate regimes and monetary independence in East Asia
In search of a model that an A
In search of a model that an ARCH-type model may be approximating
Permanent and transitory compo
Permanent and transitory components of business cycles