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Deutscher Universitätsverlag Regimewechselmodelle: Mit einer empirischen Untersuchung von Wechselkursen im Europäischen Währungssystem (Gabler Edition Wissenschaft)

40758531

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Description

Frieder Knüpling stellt die wichtigsten Eigenschaften der Schwellen- und Markov-Modelle aus statistischer und ökonometrischer Sicht dar und erläutert die relevanten Schätz-, Test- und Prognoseverfahren. From the Back Cover Regimewechselmodelle, insbesondere Schwellen- und Markov-Modelle, stehen seit Anfang der 90er Jahre im Zentrum zahlreicher ökonometrischer Untersuchungen. Frieder Knüpling stellt die wichtigsten Eigenschaften dieser Modelltypen aus statistischer und ökonometrischer Sicht dar und erläutert die relevanten Schätz-, Test- und Prognoseverfahren. Dabei geht der Autor auf die Weiterentwicklung der Testtheorie ein und präsentiert neue Ansätze und Simulationen der relevanten Teststatistiken. About the Author Dr. Frieder Knüpling war wissenschaftlicher Mitarbeiter am Lehrstuhl für Statistik und Ökonometrie der Universität Freiburg i. Br.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
29 November 1999
Listed Since
18 April 2014

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