The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series : Estimation and comparison with other models of economic time series
| Year of publication: |
1990
|
|---|---|
| Authors: | Lam, Pok-sang |
| Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 26.1990, 3, p. 409-432
|
| Publisher: |
Elsevier |