Open AccessIncorporating Vintage Differences and Forecasts into Markov Switching Models
Author(s) -
Jeremy J. Nalewaik
Publication year - 2007
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2007.23
Subject(s) - vintage , markov chain , econometrics , sample (material) , computer science , markov model , recession , statistics , hidden markov model , mathematics , economics , artificial intelligence , geography , archaeology , chemistry , chromatography , keynesian economics
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