Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset
Year of publication: |
2005
|
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Authors: | Kapetanios, George ; Tzavalis, Elias |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Strukturbruch | Schätzung | USA | Zustandsraummodell | Nichtlineares Verfahren | Structural breaks, State space model, Nonlinearity |
Series: | Working Paper ; 537 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 487169050 [GVK] hdl:10419/62822 [Handle] |
Classification: | E32 - Business Fluctuations; Cycles ; C13 - Estimation ; C22 - Time-Series Models |
Source: |
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