Forecasting and estimating multiple change-point models with an unknown number of change points
Year of publication: |
2004
|
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Authors: | Koop, Gary M. ; Potter, Simon M. |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Strukturbruch | Prognoseverfahren | Markovscher Prozess | Schätzung | Gesamtwirtschaftliche Produktion | Inflation | USA | Statistische Verteilung |
Series: | Staff Report ; 196 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 477453732 [GVK] hdl:10419/60650 [Handle] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; E17 - Forecasting and Simulation |
Source: |
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