Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
George Kapetanios and Elias Tzavalis
| Year of publication: |
2006
|
|---|---|
| Authors: | Kapetanios, George ; Tzavalis, Elias |
| Published in: |
Nonlinear time series analysis of business cycles. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-51838-5. - 2006, p. 175-198
|
| Subject: | Konjunktur | Business cycle | Schock | Shock | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | Nichtlineare Regression | Nonlinear regression | 1959-1996 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003309355