Items related to State-Space Models with Regime Switching: Classical...
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications - Softcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Authors
Chang-Jin Kim is Bryan C. Cressey Professor in the Department of Economics at the University of Washington.
Charles Nelson is Ford and Louisa Van Voorhis Professor in the Department of Economics at the University of Washington.
"About this title" may belong to another edition of this title.
Search results for State-Space Models with Regime Switching: Classical...
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (The MIT Press)
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M00262535505-G
Seller Image
State-Space Models With Regime Switching : Classical and Gibbs-Sampling Approaches With Applications
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 30181722
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (Mit Press)
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00109447902
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (Mit Press)
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00080260396
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: 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. Seller Inventory # CIN0262535505VG
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. 312. Seller Inventory # 384200410
Buy New
£ 72.97
£ 6.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (Mit Press)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In English. Seller Inventory # ria9780262535502_new
Buy New
£ 68.22
£ 11.29 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
State-Space Models With Regime Switching : Classical and Gibbs-Sampling Approaches With Applications
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 30181722-n
Stock Image
StateSpace Models with Regime Switching Classical and GibbsSampling Approaches with Applications
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. reprint edition. 312 pages. 9.00x6.00x0.63 inches. In Stock. This item is printed on demand. Seller Inventory # __0262535505
Buy New
£ 70.32
£ 10 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Seller Image
State-Space Models with Regime Switching
Seller: Wegmann1855, Zwiesel, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: 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. Seller Inventory # 9780262535502