Are apparent findings of nonlinearity due to structural instability in economic time series?
Year of publication: |
2001
|
---|---|
Authors: | KOOP, GARY ; POTTER, SIMON M. |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 4.2001, 1, p. 38-38
|
Publisher: |
Royal Economic Society - RES |
Subject: | Bayes Factor | Markov chain Monte Carlo | threshold autoregressive model | time varying parameter model |
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