Testing business cycle asymmetries based on autoregressions with a Markov-switching intercept
Year of publication: |
2009
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Authors: | Knüppel, Malte |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 4, p. 544-552
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Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Konjunktur | Business cycle |
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