Publication:4781200
From MaRDI portal
zbMath1015.91001MaRDI QIDQ4781200
Publication date: 12 November 2002
simulation; switching models; econometric packages; empirical financial applications; univariate and multivariate time series modeling
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
91B82: Statistical methods; economic indices and measures
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
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Uses Software
