The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series
Year of publication: |
2001-03-30
|
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Authors: | Dijk, D.J.C. van ; Strikholm, B. ; Terasvirta, T. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | Nonlinear time series | Seasonality | Smooth transition autoregression | structural change | time-varying parameter |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2001-12 |
Source: |
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van Dijk, Dick, (2001)
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Dijk, Dick van, (2001)
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van Dijk, Dick, (2001)
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