000			01698cam a2200313 a 4500
001			1280868
005			20180523161904.0
008			170418s1999 mauad00fr0 g d1 eng d
020			_a9780262112383
040			_aCO-BoCAIE _cCO-BoCAIE _erda
041	0		_aeng
082	0	4	_a330.015195 _bK45s _221
084			_2JEL _aC01
100	1		_aKim, Chang-Jin _910371
245	1	0	_aState-space models with regime switching : _bclassical and Gibbs-sampling approaches with applications / _cChang-Jin Kim and Charles R. Nelson.
260			_aCambridge : _bMIT Press, _c1999.
300			_axii, 297 páginas ; _c23 cm.
336			_2rdacontenido _aTexto _btxt
337			_2radamedio _aSin mediación _bn
338			_2rdasoporte _aVolumen _bnc
504			_aIncluye bibliografías e índice.
505			_aI: The classical approach -; 2. The maximum likelihood estimation method : practical issues ; 3. State-Space models and the Kalman filter ; 4. Markov-Switching models ; 5. State-Space models with Markov Switching ; 6. State-Space models with heteroskedastic disturbances -- II: The Gibbs-Sampling approach ; 7. An introduction to Bayesian inference and Gibbs-Sampling ; 8. State-Space models and Gibbs-Sampling ; 9. Markov- Switching models and Gibbs-Sampling ; 10. State-Space models with Markov Switching and Gibbs-Sampling ; 11. Gibbs-Sampling and parameter uncertainty : testing for mean reversion in heteroskedastic data.
650		4	_aModelos econométricos _938426
650		4	_aMuestreo (Estadística) _939159
690		0	_aC01 - Econometría _938744
700	1		_aNelson, Charles R. _913632
942			_2ddc _cLIBRO
999			_c230944 _d189506