Unobserved-Component Time Series Models With Markov-Switching Heteroscedasticity: Changes in Regime and the Link Between Inflation Rates and Inflation Uncertainty
Year of publication: |
1993
|
---|---|
Authors: | Kim, Chang-Jin |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 11.1993, 3, p. 341-350
|
Saved in:
Saved in favorites
Similar items by person
-
HWU, SHIH-TANG, (2019)
-
Kim, Chang-Jin, (2018)
-
Essays on the time-varying-parameter model and the Granger causality test
Kim, Chang-jin, (1989)
- More ...