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The econometric analysis of constructed binary time series

Harding, Don (contributor); Pagan, Adrian R. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003340736

An econometric analysis of some models for constructed binary time series

Harding, Don (contributor); Pagan, Adrian R. (contributor) - 2009

Persistent link: https://www.econbiz.de/10003810439

An econometric analysis of some models for constructed binary time series

Harding, Don; Pagan, Adrian R. - 2009 - Updated

Persistent link: https://www.econbiz.de/10003880617

An econometric analysis of some models for constructed binary time series

Harding, Don; Pagan, Adrian R. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 86-95

Persistent link: https://www.econbiz.de/10009159112

A comparison of two business cycle dating methods

Harding, Don; Pagan, Adrian R. - In: Journal of economic dynamics & control 27 (2003) 9, pp. 1681-1690

Persistent link: https://www.econbiz.de/10001745295

Comment on: "A comparison of two business cycle dating methods"

Hamilton, James D. - In: Journal of economic dynamics & control 27 (2003) 9, pp. 1691-1693

Persistent link: https://www.econbiz.de/10001745299

Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle

Harding, Don - 2010

Persistent link: https://www.econbiz.de/10008668682

Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle

Harding, Don - 2010

Persistent link: https://www.econbiz.de/10008697780

Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle

Harding, Don - 2010

Persistent link: https://www.econbiz.de/10009579700

Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle

Harding, Don - 2010

To match the NBER business cycle features it is necessary to employ Generalised Dynamic Categorical (GDC) models that impose certain phase restrictions and permit multiple indexes. Theory suggests additional shape restrictions in the form of monotonicity and boundedness of certain transition...

Persistent link: https://www.econbiz.de/10013138566