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~isPartOf:"Macroeconomic dynamics"
~person:"Ghysels, Eric"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
~subject:"Time series analysis"
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Ghysels, Eric
Pesaran, M. Hashem
Hinich, Melvin J.
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Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
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Time-series model with periodic stochastic regime switching: Part 1 :
Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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