Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems) Review
Average Reviews:
(More customer reviews)I found this book to be an excellent indepth treatment of a very general class of MS models. It is an excellent read once you have read Hamilton's articles.
Click Here to see more reviews about: Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems)
0 comments:
Post a Comment