Showing 1 - 10 of 36
We develop Bayesian methods of analysis for a new class of Threshold Autoregressive models: Endogenous Delay Threshold. We apply our methods to the commonly used sunspot data data set and find strong evidence in favor of the EDTAR model over linear and tranditional threshold autoregressions.
Persistent link: https://www.econbiz.de/10005369062
Persistent link: https://www.econbiz.de/10000958589
Persistent link: https://www.econbiz.de/10001219773
Persistent link: https://www.econbiz.de/10001219779
Persistent link: https://www.econbiz.de/10001252354
the transition, up until the shock is fully absorbed. Viability is a function of the speed of job destruction and the … during the transition. Within the realm of feasible scenarios unemployment differentials are basically determined by the …
Persistent link: https://www.econbiz.de/10010494671
Persistent link: https://www.econbiz.de/10008565913
Persistent link: https://www.econbiz.de/10000475101
Persistent link: https://www.econbiz.de/10000496119
Persistent link: https://www.econbiz.de/10000679100