Are apparent findings of nonlinearity due to structural instability in economic time series?

DOI10.1111/1368-423X.00055zbMath0989.91086MaRDI QIDQ2772839

Simon M. Potter, Gary Koop

Publication date: 19 February 2002

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarloBayes factorthreshold autoregressive modeltime varying parameter model

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

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