Isbn: 9780262535502 - state-space models with regime switching: classical and gibbs-sampling approaches with applications (22 risultati)

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Paperback. Condizione: Very Good. Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data. The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's "plucking" model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns. …

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Condizione: New. In English.

Taschenbuch. Condizione: Neu. Neuware -Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data.The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's 'plucking' model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns.…

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Paperback. Condizione: Brand New. reprint edition. 312 pages. 9.00x6.00x0.63 inches. In Stock.

Taschenbuch. Condizione: Neu. State-Space Models with Regime Switching | Classical and Gibbs-Sampling Approaches with Applications | Chang-Jin Kim (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2017 | MIT Press | EAN 9780262535502 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu. …

Condizione: New. 2017. Reprint. Paperback. . . . . . Books ship from the US and Ireland.

Paperback. Condizione: New.

Condizione: New. 2017. Reprint. Paperback. . . . . .

Condizione: New. Print on Demand pp. 312.

Condizione: New. Print on Demand pp. 312 Reprint edition NO-PA16APR2015-KAP.

Paperback. Condizione: Brand New. reprint edition. 312 pages. 9.00x6.00x0.63 inches. In Stock. This item is printed on demand.

Condizione: New. PRINT ON DEMAND pp. 312.

Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.