Modeling nonlinarity of business cycles : choosing between the CDR and STAR models
Year of publication: |
1999
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Authors: | Jansen, Dennis W. ; Oh, Wankeun |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 81.1999, 2, p. 344-349
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Subject: | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income | Industrieproduktion | Industrial production | USA | United States | Nichtlineare Regression | Nonlinear regression | 1960-1991 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | CDR = Current depth of the recession STAR = Smooth transition autoregression In: The review of economics and statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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