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Book Categories |
| Preface and Acknowledgments | ||
| 1 | Introduction | 1 |
| I | The Classical Approach | 7 |
| 2 | The Maximum Likelihood Estimation Method: Practical Issues | 9 |
| 3 | State-Space Models and the Kalman Filter | 19 |
| 4 | Markov-Switching Models | 59 |
| 5 | State-Space Models with Markov Switching | 97 |
| 6 | State-Space Models with Heteroskedastic Disturbances | 139 |
| II | The Gibbs-Sampling Approach | 169 |
| 7 | An Introduction to Bayesian Inference and Gibbs-Sampling | 171 |
| 8 | State-Space Models and Gibbs-Sampling | 189 |
| 9 | Markov-Switching Models and Gibbs-Sampling | 209 |
| 10 | State-Space Models with Markov Switching and Gibbs-Sampling | 237 |
| 11 | Gibbs-Sampling and Parameter Uncertainty: Testing for Mean Reversion in Heteroskedastic Data | 275 |
| Index | 295 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
George Adele
reviewed State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications on December 02, 2012 State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Even too intuitive, at times. Too light-weight, in my opinion. However, the things that were discussed, I loved the approach to them.
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Add State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications, 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 bot, State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications to the inventory that you are selling on WonderClubX
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Add State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications, 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 bot, State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications to your collection on WonderClub |
