A new approach to the economic analysis of nonstationary time series and the business cycle
Year of publication: |
1989
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Authors: | Hamilton, James D. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 57.1989, 2, p. 357-384
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Subject: | Markov | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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