A unified approach to nonlinearity, structural change and outliers
Year of publication: |
2005-03-09
|
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Authors: | Giordani, P. ; Kohn, R. ; Dijk, D.J.C. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | state-space models | Markov-switching models | threshold models | Bayesian inference | business cycle asymmetry |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2005-09 |
Source: |
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