Advances in Markov-Switching Models
James D. Hamilton, Hamilton, James D.
Applications in Business Cycle Research and Finance
Barcode 9783642511844
Paperback
Original price
£104.63
-
Original price
£104.63
Original price
£104.63
£104.63
-
£104.63
Current price
£104.63
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Release Date: 19/01/2013
Edition: Softcover reprint of the original 1st ed. 2002
Label: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Series: Studies in Empirical Economics
Contributors: James D. Hamilton (Edited by), Baldev Raj (Edited by)
Language: English
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Applications in Business Cycle Research and Finance
This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. Overall, the book provides a state-of-the-art over view of new directions in methods and results for estimation and inference based on the use of Markov-switching time-series analysis.