Bayesian Analysis of a Structural Model with Switching Regime: The Exponential Smoothing Method with Switching Regime - Image 1

£68.00

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

£68 today · cheaper than every other day in the last 3 months

LAP Lambert Academic Publishing Bayesian Analysis of a Structural Model with Switching Regime: The Exponential Smoothing Method with Switching Regime

Name: Bayesian Analysis of a Structural Model with Switching Regime: The Exponential Smoothing Method with Switching Regime
Brand: LAP Lambert Academic Publishing
Price: 68.0 GBP
Availability: InStock

Economics

Price data last checked 28 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

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

Last 63 days · 63 data points (no recent data)

Historical

Generating forecast…

View at Amazon ↗

Economics

Price data last checked 28 day(s) ago - will refresh soon

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 Distribution

Price distribution over 63 days • 1 price levels

Days at Price

Price Analysis

Most common price: £68 (63 days, 100.0%)

Price range: £68 - £68

Price levels: 1 different prices over 63 days

Description

A new class of models based on the innovations form of structural models underlying exponential smoothing methods and a latent Markov switching process is proposed. Firstly, the local level model with a switching drift is introduced where the drift is represented by a variable that evolves according to a Markov chain and describes the change between high and low growth rate periods. One drift coefficient represents the expected rate of growth during an expansion and the other drift coefficient represents the expected rate during a recession. The transition probabilities of the Markov chain are constant. Then, the model is extended to a drift that is dependent on a leading economic indicator which leads to varying transition probabilities. A new Bayesian procedure, using a mixture of forward and backward filtering iterations, is developed to produce exact Bayesian posterior parameter and forecast distributions. The two models are applied to quarterly real US GNP data, considered as the main (coincident) indicator of economic health, to infer and forecast the US business cycle.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3838363728
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 19 May 2010
Listed Since: 25 May 2010

Barcode

No barcode data available

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

LAP Lambert Academic Publishing Bayesian Analysis of a Structural Model with Switching Regime: The Exponential Smoothing Method with Switching Regime

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Modelling Frailty for Bivariate Data: A bayesian approach to data analysis

Bayesian Non-parametric Estimation in Proportional Hazard Models: Survival Data Analysis with WinBUGS

Application of Bayesian Estimation to Educational Research

Bayesian Statistics: The Basics - Routledge

Vremena zhizni i stokhasticheskoe modelirovanie statisticheskikh sistem

Applied Statistics for Business and Economics: An Integrated Approach

Inferences Using Censored Samples And Record Values From Burr-XII: Estimation, Prediction, Bayesian and non-Bayesian approaches

Statistical Models for Pattern Analysis: Linear Models for Dimensionality Reduction and Statistical Pattern Recognition

Bayesian Inference for the Simple and Mixture of Laplace Distribution: An application to Industrial Processes

Statistical Analysis of Extremes

Applied Statistical Methods: Including Nonparametric and Bayesian Approaches

Bayesian Real-Time System Identification: From Centralized to Distributed Approach

Modern Statistical Computing and Data Analysis with RStudio and SAS: Mastering Data Science Techniques with RStudio and SAS

Business Statistics For Beginners: For Southern Africa Students

Research methodology and biostatistics: Understanding Research from Basics to Biostatistics

On Some Advanced Techniques In Biostatistics: Biostatistical Tests

Bayesian Workflow

BASIC BUSINESS MATHEMATICS

Bayesian Nonparametric Statistics: Theorems, Proofs, and Python Implementations (Computational Mathematics Library)

Mnogomernye statisticheskie metody: Metody i algoritmy

The Statistical Methods

Statistical Aspects of Growth Models: Growth Model Methodology

INTRODUCTION TO STATISTICS FOR BEGINNERS: Introduction to Statistics for Self learners

Bayesian Inference - Recent Trends

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

LAP Lambert Academic Publishing Bayesian Analysis of a Structural Model with Switching Regime: The Exponential Smoothing Method with Switching Regime

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Modelling Frailty for Bivariate Data: A bayesian approach to data analysis

Bayesian Non-parametric Estimation in Proportional Hazard Models: Survival Data Analysis with WinBUGS

Application of Bayesian Estimation to Educational Research

Bayesian Statistics: The Basics - Routledge

Vremena zhizni i stokhasticheskoe modelirovanie statisticheskikh sistem

Applied Statistics for Business and Economics: An Integrated Approach

Inferences Using Censored Samples And Record Values From Burr-XII: Estimation, Prediction, Bayesian and non-Bayesian approaches

Statistical Models for Pattern Analysis: Linear Models for Dimensionality Reduction and Statistical Pattern Recognition

Bayesian Inference for the Simple and Mixture of Laplace Distribution: An application to Industrial Processes

Statistical Analysis of Extremes

Applied Statistical Methods: Including Nonparametric and Bayesian Approaches

Bayesian Real-Time System Identification: From Centralized to Distributed Approach

Modern Statistical Computing and Data Analysis with RStudio and SAS: Mastering Data Science Techniques with RStudio and SAS

Business Statistics For Beginners: For Southern Africa Students

Research methodology and biostatistics: Understanding Research from Basics to Biostatistics

On Some Advanced Techniques In Biostatistics: Biostatistical Tests

Bayesian Workflow

BASIC BUSINESS MATHEMATICS

Bayesian Nonparametric Statistics: Theorems, Proofs, and Python Implementations (Computational Mathematics Library)

Mnogomernye statisticheskie metody: Metody i algoritmy

The Statistical Methods

Statistical Aspects of Growth Models: Growth Model Methodology

INTRODUCTION TO STATISTICS FOR BEGINNERS: Introduction to Statistics for Self learners

Bayesian Inference - Recent Trends