Are apparent findings of nonlinearity due to structural instability in economic time series?
Gary Koop and Simon M. Potter
| Year of publication: |
2001
|
|---|---|
| Authors: | Koop, Gary ; Potter, Simon M. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 4.2001, 1, p. 37-55
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Makroökonometrie | Macroeconometrics | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Wirtschaftswachstum | Economic growth | Verbraucherpreisindex | Consumer price index | Industrieproduktion | Industrial production | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | 1701-1998 |