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 (Mit Press)
Published by
The MIT Press (edition Reprint), 2017
ISBN 10: 0262535505
ISBN 13: 9780262535502
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Reprint. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Seller Inventory # 0262535505-8-1
Quantity: 1 available
Seller Image
State-Space Models With Regime Switching : Classical and Gibbs-Sampling Approaches With Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 30181722-n
Quantity: Over 20 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. Seller Inventory # ria9780262535502_new
Quantity: Over 20 available
Stock Image
State-Space Models with Regime Switching
Print on DemandSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780262535502
Quantity: Over 20 available
Stock Image
StateSpace Models with Regime
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 4 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 # 00080254809
Quantity: 5 available
Seller Image
State-Space Models With Regime Switching : Classical and Gibbs-Sampling Approaches With Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 30181722
Quantity: Over 20 available
Stock Image
State-Space Models with Regime Switching
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780262535502
Quantity: Over 20 available
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Published by
MIT Press Ltd, 2017
ISBN 10: 0262535505
ISBN 13: 9780262535502
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 526. Seller Inventory # C9780262535502
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
Quantity: Over 20 available
Stock Image
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (The MIT Press)
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Print on Demand pp. 312. Seller Inventory # 384200410
Quantity: 4 available