STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847): Difference between revisions
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Revision as of 18:22, 19 March 2024
scientific article; zbMATH DE number 711387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS |
scientific article; zbMATH DE number 711387 |
Statements
STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (English)
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1 March 1995
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two-state Markov chain
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Gibbs sampler
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sensitivity analysis
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general Markov switching model
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real gross national product
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prior specification
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