Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures
Year of publication: |
2004-02-02
|
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Authors: | Ergashev, Bakhodir A |
Institutions: | EconWPA |
Subject: | Business cycles | change point detection | leading indicators |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - ; prepared on WinXP; pages: 17; figures: 6 17 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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