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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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Foreasting in dynamic factor models using Bayesian model averaging
Koop, Gary; Potter, Simon M. - In: The econometrics journal 7 (2004) 2, pp. 550-565
Persistent link: https://www.econbiz.de/10002463673
Cover Image
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10007486735