Bayesian analysis of an unobserved-component time series model of GDP with Markov-switching and time-varying growths
Year of publication: |
1999
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Authors: | Luginbuhl, Rob ; Vos, Aart F. de |
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. 17.1999, 4, p. 456-465
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Subject: | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income | Markov-Kette | Markov chain | USA | United States | 1950-1990 |
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