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