Markov Switching Modelの推定方法とアルゴリズムの開発

• Project/Area Number: 96J06670
• Research Category: Grant-in-Aid for JSPS Fellows
• Allocation Type: Single-year Grants
• Section: 国内
• Research Field: Economic statistics
• Research Institution: Kyoto University
• Principal Investigator: 中川 満
• Project Period (FY): 1998
• Project Status: Completed (Fiscal Year 1998)
• Budget Amount: ¥900,000 (Direct Cost: ¥900,000); Fiscal Year 1998: ¥900,000 (Direct Cost: ¥900,000)