An unobserved-component model with switching permanent and transitory innovations
Chung-ming Kuan; Yu-lieh Huang; Ruey S. Tsay
| Year of publication: |
2005
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|---|---|
| Authors: | Kuan, Chung-ming ; Huang, Yu-lieh ; Tsay, Ruey S. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 4, p. 443-454
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| Subject: | regime switching | Markov-Kette | Markov chain | Einheitswurzeltest | Unit root test |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003193476