Long memory and regime switching
Francis X. Diebold; Atsushi Inoue
| Year of publication: |
2001
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|---|---|
| Authors: | Diebold, Francis X. ; Inoue, Atsushi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 1, p. 131-159
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| Subject: | regime switching model | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001617152