Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems)

0 valoración promedio
( 0 valoraciones por Goodreads )
 
9783540630739: Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems)
Ver todas las copias de esta edición ISBN.
 
 
Reseña del editor:

This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco­ nomic time series. This study is intended to provide a systematic and operational ap­ proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con­ sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier­ tenkolleg Angewandte Mikroökonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study.

Reseña del editor:

The book presents a systematic and operational approach to econometric modelling of time series subject to shifts in regime. The first part gives a comprehensive mathematical and statistical analysis of the Markov-switching vector autoregressive model. It deals with the theoretical properties and the statistical tools for empirical research. The discussed theoretical and practical developments will be of use to econometricians intending to construct and use models of dynamic, multivariate, possibly non-stationary systems. The second part includes an intensive study of international business cycles. Particular attention is paid to the case of Germany. It is designed so that it can be used by researchers who are interested in applying the methods without going into too much detail about the underlying theory.

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: EUR 6,78
De Reino Unido a Estados Unidos de America

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

Hans-Martin Krolzig
Publicado por Springer Berlin Heidelberg 1997-08-26, Berlin (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo paperback Cantidad disponible: > 20
Librería
Blackwell's
(Oxford, OX, Reino Unido)
Valoración
[?]

Descripción Springer Berlin Heidelberg 1997-08-26, Berlin, 1997. paperback. Condición: New. Nº de ref. del artículo: 9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 64,11
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,78
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Krolzig, Hans-Martin
Publicado por Springer (2016)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Paperback Cantidad disponible: 1
Impresión bajo demanda
Librería
Ria Christie Collections
(Uxbridge, Reino Unido)
Valoración
[?]

Descripción Springer, 2016. Paperback. Condición: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9783540630739_lsuk

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 80,55
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,37
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Hans-Martin Krolzig
Publicado por Springer-Verlag Berlin and Heidelberg GmbH and Co. KG (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Cantidad disponible: > 20
Impresión bajo demanda
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 1997. PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: LQ-9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 78,54
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,16
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

HANS-MARTIN KROLZIG
Publicado por Springer (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Paperback Cantidad disponible: 1
Librería
Herb Tandree Philosophy Books
(Stroud, GLOS, Reino Unido)
Valoración
[?]

Descripción Springer, 1997. Paperback. Condición: NEW. 9783540630739 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Nº de ref. del artículo: HTANDREE0400268

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 81,60
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 9,03
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Hans-Martin Krolzig
Publicado por Springer-Verlag Berlin and Heidelberg GmbH and Co. KG (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Cantidad disponible: > 20
Impresión bajo demanda
Librería
Pbshop
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 1997. PAP. Condición: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: IQ-9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 89,84
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,24
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Hans-Martin Krolzig
Publicado por Springer (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Tapa blanda Cantidad disponible: 15
Impresión bajo demanda
Librería
Valoración
[?]

Descripción Springer, 1997. Condición: New. This item is printed on demand for shipment within 3 working days. Nº de ref. del artículo: LP9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 101,66
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,99
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Hans-Martin Krolzig
Publicado por Springer
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Paperback Cantidad disponible: > 20
Librería
BuySomeBooks
(Las Vegas, NV, Estados Unidos de America)
Valoración
[?]

Descripción Springer. Paperback. Condición: New. 357 pages. Dimensions: 11.8in. x 8.3in. x 0.9in.This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco nomic time series. This study is intended to provide a systematic and operational ap proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier tenkolleg Angewandte Mikrokonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Nº de ref. del artículo: 9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 116,12
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Krolzig, Hans-Martin
Publicado por Springer
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo PAPERBACK Cantidad disponible: > 20
Librería
Russell Books
(Victoria, BC, Canada)
Valoración
[?]

Descripción Springer. PAPERBACK. Condición: New. 3540630732 Special order direct from the distributor. Nº de ref. del artículo: ING9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 122,96
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 5,68
De Canada a Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Hans-Martin Krolzig
Publicado por Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Paperback Cantidad disponible: 10
Impresión bajo demanda
Librería
The Book Depository EURO
(London, Reino Unido)
Valoración
[?]

Descripción Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany, 1997. Paperback. Condición: New. Language: English . Brand New Book ***** Print on Demand *****.This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco- nomic time series. This study is intended to provide a systematic and operational ap- proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con- sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier- tenkolleg Angewandte Mikrooekonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study. Nº de ref. del artículo: AAV9783540630739

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 127,28
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,40
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Krolzig, Hans-Martin
Publicado por Springer Verlag (1997)
ISBN 10: 3540630732 ISBN 13: 9783540630739
Nuevo Paperback Cantidad disponible: 2
Librería
Revaluation Books
(Exeter, Reino Unido)
Valoración
[?]

Descripción Springer Verlag, 1997. Paperback. Condición: Brand New. illustrated edition edition. 357 pages. 9.25x6.25x0.75 inches. In Stock. Nº de ref. del artículo: x-3540630732

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 134,55
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,78
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda