Analysis of time series subject to changes in regime
Year of publication: |
1990
|
---|---|
Authors: | Hamilton, James D. |
Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 39-70
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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