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 : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 14122339. - Vol. 5.2001, 1, p. 32-55
|