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Multivariate extremes for models with constant conditional correlations

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When did the 2001 recession really start?

Polzehl, Jörg; Spokoiny, Vladimir; Stărică, Cătălin - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006

The paper develops a non-parametric, non-stationary framework for business-cycle dating based on an innovative statistical methodology known as Adaptive Weights Smoothing (AWS). The methodology is used both for the study of the individual macroeconomic time series relevant to the dating of the...

Persistent link: https://www.econbiz.de/10005861467

When did the 2001 recession really start?

Polzehl, Jörg; Spokoiny, Vladimir; Stărică, Cătălin - 2006

Persistent link: https://www.econbiz.de/10010276753