STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847)
From MaRDI portal
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)
0 references
1 March 1995
0 references
two-state Markov chain
0 references
Gibbs sampler
0 references
sensitivity analysis
0 references
general Markov switching model
0 references
real gross national product
0 references
prior specification
0 references
0 references
0 references
