A check on the robustness of Hamilton's Markov switching model approach to the economic analysis of the business cycle
Year of publication: |
1996 ; [Elektronische Ressource]
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Other Persons: | Boldin, Michael David (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 1.1996, 1, p. 35-46
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Subject: | Konjunktur | Business cycle | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nationaleinkommen | National income | USA | United States | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | 1952-1994 |
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