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State-Space Models With Regime Switching Classical and Gibbs-Sampling Approaches With Applications

by Charles R. Nelson

  • ISBN: 9780262112383
  • ISBN10: 0262112388

State-Space Models With Regime Switching Classical and Gibbs-Sampling Approaches With Applications

by Charles R. Nelson

  • Binding: Hardcover
  • Publisher: Mit Pr
  • Publish date: 05/01/1999
  • ISBN: 9780262112383
  • ISBN10: 0262112388
used Add to Cart $52.11
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new Add to Cart $120.56
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Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
Description: 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.
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Connecting readers with great books since 1972! Used textbooks may not
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Connecting readers with great books since 1972! Used textbooks may not
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Pages include notes, underlining, or highlighting. May have some shelf-wear
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Seller: ErgodeBooks
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Sewn binding. Cloth over boards. With dust jacket. 250 p. Contains: Illustrations.
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Sewn binding. Cloth over boards. With dust jacket. 250 p. Contains: Illustrations.
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Size: 9x6x0; New. In shrink wrap. Looks like an interesting title!
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Size: 9x6x0; New. In shrink wrap. Looks like an interesting title!
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