A component-driven model for regime switching and its empirical evidence
Year of publication: |
2004-08-11
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Authors: | Kuan, Chung-Ming ; Huang, Yu-Lieh |
Institutions: | Econometric Society |
Subject: | component driven model | Markov trend | regime switching | trend stationary | unit root |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 718 |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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A Component-Driven Model for Regime Switching and Its Empirical Evidence
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A Component-Driven Model for Regime Switching and Its Empirical Evidence
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