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Q4781200 - MaRDI portal

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scientific article; zbMATH DE number 1827068
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English
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scientific article; zbMATH DE number 1827068

    Statements

    author
    Chris Brooks
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    publication date
    12 November 2002
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    zbMATH Keywords
    univariate and multivariate time series modeling
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    switching models
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    simulation
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    econometric packages
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    empirical financial applications
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    describes a project that uses
    RATS
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    EViews
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    62-01
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    62J05
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    62P05
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    62P20
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    91B82
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    91B28
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    91B84
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    zbMATH DE Number
    1827068
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