TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING
| Year of publication: |
2001
|
|---|---|
| Authors: | Bac, Catherine ; Chevet, Jean-MicheI ; Ghysels, Eric |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 5.2001, 01, p. 32-55
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |