Mittnik, Stefan and Semmler, Willi
(2014):
Estimating a Banking-Macro Model Using a Multi-regime VAR.
In: Schleer-van Gellecom, Frauke (ed.) :
Advances in Non-linear Economic Modeling. Theory and Applications. Berlin: Springer-Verlag. pp. 3-40
Item Type: | Book Section |
---|---|
Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
Subjects: | 500 Science > 510 Mathematics |
Place of Publication: | Berlin |
Language: | English |
Item ID: | 31508 |
Date Deposited: | 19. Dec 2016, 14:05 |
Last Modified: | 04. Nov 2020, 13:08 |