Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents advances in econometric methods that make feasible the estimation of models that have both features.
číst celé
Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents advances in econometric methods that make feasible the estimation of models that have both features.
schovat popis
Recenze