STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847)

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scientific article; zbMATH DE number 711387
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STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
scientific article; zbMATH DE number 711387

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    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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