Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Siem Jan Koopman, Kai Ming Lee and Soon Yip Wong
| Year of publication: |
2006
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lee, Kai Ming ; Wong, Soon Yip |
| Published in: |
Nonlinear time series analysis of business cycles. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-51838-5. - 2006, p. 199-219
|
| Subject: | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | USA | United States | Nichtlineare Regression | Nonlinear regression | 1948-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003312252