Some methods for assessing the need for non-linear models in business cycle analysis
Year of publication: |
2005
|
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Authors: | Engel, James ; Haugh, David ; Pagan, Adrian |
Publisher: |
Elsevier |
Subject: | Financial Economics | Threshold model | Business cycle | Non | linearity | Evaluation | Markov models |
Type of publication: | Article |
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Notes: | DOI:10.1016/j.ijforecast.2005.04.013 Engel, James, Haugh, David, & Pagan, Adrian (2005) Some methods for assessing the need for non-linear models in business cycle analysis. International Journal of Forecasting, 21(4), pp. 651-662. QUT Business School |
Source: | BASE |
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