State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications - Image 1

£52.87

MIT Press State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

Name: State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Brand: MIT Press
Price: 52.87 GBP
Availability: InStock

Red

Econometrics

It has never been this cheap. We have no record of a lower price.

£53 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 60 days · 60 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 60 days • 1 price levels

Days at Price

Price Analysis

Most common price: £53 (60 days, 100.0%)

Price range: £53 - £53

Price levels: 1 different prices over 60 days

Description

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.

Product Specifications

Brand: MIT Press
Colour: Red
Format: paperback
ASIN: 0262535505
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 03 November 2017
Listed Since: 18 September 2017

Barcode

No barcode data available

MIT Press State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Bayesian Econometric Methods: 7 (Econometric Exercises, Series Number 7)

Bayesian Econometric Methods: Series Number 7 (Econometric Exercises, Series Number 7)

Essays in Honor of Peter C. B. Phillips: 33 (Advances in Econometrics, 33)

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications: 612 (Lecture Notes in Economics and Mathematical Systems, 612)

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Foundations and Trends (R) in Econometrics)

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)

Time Series and Panel Data Econometrics

Bayesian Inference in the Social Sciences

State-Space Models: Applications in Economics and Finance: 1 (Statistics and Econometrics for Finance, 1)

State-Space Models: Applications in Economics and Finance: 1 (Statistics and Econometrics for Finance, 1)

Emerald Bayesian Econometrics - Advances in Econometrics, 23

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

Spatial Econometrics: Spatial Autoregressive Models: 1 (World Scientific Series On Econometrics And Statistics)

Economic Dynamics in Discrete Time (The MIT Press)

Dynamic Time Series Models using R-INLA: An Applied Perspective

Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling: V43, Part A (Advances in Econometrics, 43, Part A)

Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference

Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)

Statistics, Econometrics and Forecasting (Stone Lectures in Economics)

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Contemporary Bayesian Econometrics and Statistics: 537 (Wiley Series in Probability and Statistics)

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)

CRC Press Economic Time Series: Modeling and Seasonality