Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Michael Dueker ...
| Year of publication: |
Aug. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Dueker, Michael (contributor) ; Sola, Martin (contributor) ; Spagnolo, Fabio (contributor) |
| Institutions: | Federal Reserve Bank of St. Louis (contributor) |
| Publisher: |
St. Louis, MO, : Federal Reserve Bank of St. Louis |
| Subject: | Markov-Kette | Markov chain | Rationale Erwartung | Rational expectations | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | Online-Ressource, 32 p., text ill |
|---|---|
| Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2003,024 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001983084