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Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series - MaRDI portal

Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

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Publication:5294107

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DOI10.1016/S0573-8555(05)76007-7zbMath1301.91026MaRDI QIDQ5294107

Elias Tzavalis, George Kapetanios

Publication date: 23 July 2007

Published in: Nonlinear Time Series Analysis of Business Cycles (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Testing for random coefficient autoregressive and stochastic unit root models ⋮ Modeling structural breaks in economic relationships using large shocks

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