A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Artículo
Material complementario disponible
Artículo
OpenAlex
This paper models occasional, discrete shifts in the growth rate of a nonstationary series. Algorithms for inferring these unobserved shifts are presented, a byproduct of which permits estimation of parameters by maximum...
Idioma en
Material complementario disponibleEl enlace apunta a material asociado, anexos, tablas, datos o página complementaria. No se marca como libro/texto completo.
Material complementario