Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
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 |
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