Multivariate Markov switching common factor models for the UK
Year of publication: |
2003
|
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Authors: | Mills, Terence C. ; Wang, Ping |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 55.2003, 2, p. 177-193
|
Subject: | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory | Großbritannien | United Kingdom | Konjunktureller Wendepunkt | Business cycle turning point |
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