Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series
| Year of publication: |
2006
|
|---|---|
| Authors: | Kapetanios, George ; Tzavalis, Elias |
| Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | USA | United States | Konjunktur | Business cycle | Schock | Shock | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/S0573-8555(05)76007-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015385601