Permanent breaks and temporary shocks in a time series
Yoonsuk Lee, B. Wade Brorsen
| Year of publication: |
February 2017
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|---|---|
| Authors: | Lee, Yoonsuk ; Brorsen, Wade |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 2, p. 255-270
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| Subject: | Poisson-jump process | Bernoulli-jump process | GMM | Kalman filter | Calibration test | Zeitreihenanalyse | Time series analysis | Schock | Shock | Momentenmethode | Method of moments | Zustandsraummodell | State space model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9554-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757584