Search for dissertations about: "S Arias"
Found 1 swedish dissertation containing the words S Arias.
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1. Markov Regime Switching in Economic Time Series
Abstract : This dissertation studies statistical properties and applications of the Markov switching models for economic time series in five separate papers. The two main statistical themes are (i) the task of choosing the number of states to use in the model, and (ii) inference on time-varying transition probabilities. READ MORE
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