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Estimation and inference in threshold type regime switching models

  • Jesús Gonzalo
  • Jean-Yves Pitarakis

    ()

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading.

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File URL: http://e-archivo.uc3m.es/bitstream/10016/16307/1/we1204.pdf
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Paper provided by Universidad Carlos III, Departamento de Economía in its series Economics Working Papers with number we1204.

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Date of creation: Feb 2012
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Handle: RePEc:cte:werepe:we1204
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  1. Santiago-Caballero, Carlos, 2011. "Income inequality in central Spain, 1690-1800," Explorations in Economic History, Elsevier, vol. 48(1), pages 83-96, January.
  2. Esteban A. Nicolini, 2006. "Was Malthus Right? A Var Analysis Of Economic And Demographic Interactions In Pre-Industrial England," Working Papers in Economic History wh060601, Universidad Carlos III, Instituto Figuerola de Historia y Ciencias Sociales.
  3. repec:cup:cbooks:9780521496308 is not listed on IDEAS
  4. Broadberry, Stephen; Campbell, Bruce; Klein, Alexander; Overton, Mark; Van Leeuwen, Bas., 2010. "English Economic Growth: 1270 - 1870," CAGE Online Working Paper Series 35, Competitive Advantage in the Global Economy (CAGE).
  5. Robert C. Allen, 2009. "Agricultural productivity and rural incomes in England and the Yangtze Delta, c.1620-c.1820 -super-1," Economic History Review, Economic History Society, vol. 62(3), pages 525-550, 08.
  6. Allen, Robert C., 1988. "Inferring Yields from Probate Inventories," The Journal of Economic History, Cambridge University Press, vol. 48(01), pages 117-125, March.
  7. Simpson, James, 1989. "La produccion agraria y el consumo español en el siglo XIX," Revista de Historia Económica, Cambridge University Press, vol. 7(02), pages 355-388, September.
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