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Advances in Markov-Switching Models: Applications in Business Cycle Research and Finance - Studies in Empirical Economics Softcover reprint of the original 1st ed. 2002 edition
James D Hamilton
Advances in Markov-Switching Models: Applications in Business Cycle Research and Finance - Studies in Empirical Economics Softcover reprint of the original 1st ed. 2002 edition
James D Hamilton
This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. Overall, the book provides a state-of-the-art over view of new directions in methods and results for estimation and inference based on the use of Markov-switching time-series analysis.
267 pages, 195 black & white illustrations, 56 black & white tables, biography
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | January 19, 2013 |
ISBN13 | 9783642511844 |
Publishers | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 267 |
Dimensions | 213 × 140 × 19 mm · 358 g |
Language | German |
Editor | Hamilton, James D. |
Editor | Raj, Baldev |