Long memory and regime switching
Year of publication: |
2001
|
---|---|
Authors: | Diebold, Francis X. ; Inoue, Atsushi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 1, p. 131-159
|
Subject: | regime switching model | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Theorie | Theory |
-
Long memory and regime switching
Diebold, Francis X., (2000)
-
Hamilton, James D., (2002)
-
Estimation and forecasting in models with multiple breaks
Koop, Gary, (2007)
- More ...
-
Long memory and regime switching
Diebold, Francis X., (2000)
-
Long Memory and Regime Switching
Diebold, Francis X., (2021)
-
Long Memory and Structural Change
Diebold, Francis X., (2001)
- More ...