Research Catalog

Markov-regime switching in economic variables / Sylvia Kaufmann and Martin Scheicher.

Title
Markov-regime switching in economic variables / Sylvia Kaufmann and Martin Scheicher.
Author
Kaufmann, Sylvia
Publication
Wien : Institut für Höhere Studien, 1996.

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Details

Additional Authors
Scheicher, Martin
Description
44 p. : ill.; 30 cm.
Series Statement
Reihe ökonomie / Institut für Höhere Studien (IHS), Wien ; no. 38 = Economics series / Institute for Advanced Studies, Vienna ; no. 38
Uniform Title
Reihe Ökonomie (Vienna, Austria) no. 38.
Subject
  • Markov processes
  • Time-series analysis
  • Econometrics
  • Markov Chains
Note
  • "November 1996."
Bibliography (note)
  • Includes bibliographical references (p. 29-31)
Processing Action (note)
  • committed to retain
Contents
Part 1. Modelling, estimating and testing -- Part 2. A selective survey.
OCLC
37543586
Owning Institutions
Harvard Library