Springer Markov-Switching Vector Autoregressions (English, Special Edition, Hans-Martin Krolzig)

About the Book

This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco- nomic time series. This study is intended to provide a systematic and operational ap- proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switchin…

Why You Should Read This Book

• Written by acclaimed author Hans-Martin Krolzig
• Published by Springer, a respected name in academic and professional publishing
• Covers the domain of Economics / Microeconomics with depth and clarity
• Available in English — ideal for students, researchers, and professionals alike
• A trusted reference work that belongs on every serious reader's shelf

Product Details

This Special Edition of Markov-Switching Vector Autoregressions is published by Springer and carries ISBN-13 9783540630739. Packaged securely for delivery across India, this edition is ideal for personal libraries, classroom use, and professional reference.

Who Is This Book For?

Whether you are a student preparing for advanced coursework, a researcher deepening your expertise, or a professional staying current with the field, Markov-Switching Vector Autoregressions by Hans-Martin Krolzig is an excellent choice. Order your copy today from BookBajar and enjoy free shipping with Cash on Delivery available across India.