It takes the average reader 6 hours and 6 minutes to read Markov-Switching Vector Autoregressions by Hans-Martin Krolzig
Assuming a reading speed of 250 words per minute. Learn more
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-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive...
Markov-Switching Vector Autoregressions by Hans-Martin Krolzig is 357 pages long, and a total of 91,749 words.
This makes it 120% the length of the average book. It also has 112% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 8 hours and 21 minutes to read Markov-Switching Vector Autoregressions aloud.
Markov-Switching Vector Autoregressions is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
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