Trend/cycle decomposition of regime-switching processes
James Morley; Jeremy Piger
| Year of publication: |
2008
|
|---|---|
| Authors: | Morley, James C. ; Piger, Jeremy Max |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 220-226
|
| Subject: | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003782912