Forecasting and estimating multiple change-point models with an unknown number of change-points
Gary M. Koop ; Simon M. Potter
| Year of publication: |
Nov. 2004
|
|---|---|
| Other Persons: | Koop, Gary M. (contributor) ; Potter, Simon M. (contributor) |
| Publisher: |
Leicester : Univ. of Leicester, Dep. of Economics |
| Subject: | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution | Inflation | Schätzung | Estimation | Theorie | Theory | Bruttoinlandsprodukt | Gross domestic product |
| Extent: | Online-Ressource, 34 p. = 585 K, text ill |
|---|---|
| Series: | Discussion papers / University of Leicester, Department of Economics. - Leicester : [Verlag nicht ermittelbar], ZDB-ID 2184088-X. - Vol. 04,31 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002528617