A Further Extension of Duration Dependent Models

• Material Type: 文書・図像類
• Title: A Further Extension of Duration Dependent Models
• Author/Editor: 加納, 悟
• Author Heading: 加納, 悟 カノウ, サトル
• Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
• Publication Date: 2005-11
• Publication Date (W3CDTF): 2005-11
• Contributor: 社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences
• Text Language Code: eng
• Subject Heading: Duration; World stock markets; Markov-switching model; Nonparametric Model; Gibbs sampling; Marginal Likelihood
• Target Audience: 一般
• Note (General): 21世紀COEプログラム = 21st-Century COE Program
• Format (IMT): application/pdf
• Source: comment：fulltext; https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/13679/D05-127.pdf
• Access Restrictions: インターネット公開
• Related Material (URI): URI; http://21coe.ier.hit-u.ac.jp/english/index.html
• Periodical Title: Hi-Stat Discussion paper series ; No. d05-127
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources

• Summary, etc.: The duration dependence of stock market cycles has been investigated using the Markov-switching model where the market conditions are unobservable. In...