A unified approach to nonlinearity, structural change, and outliers
Year of publication: |
2007
|
---|---|
Authors: | Giordani, Paolo ; Kohn, Robert ; Dijk, Dick van |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 137.2007, 1, p. 112-133
|
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Industrieproduktion | Industrial production | Schätzung | Estimation | G7-Staaten | G7 countries | 1961-2004 |
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