Duration dependence in US business cycles : an analysis using the modulated power law process
Year of publication: |
2008
|
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Authors: | Zhou, Haigang ; Rigdon, Steven E. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 32.2008, 1, p. 25-34
|
Subject: | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Konjunktur | Business cycle | Aktienmarkt | Stock market | USA | United States | 1854-2004 |
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