Dynamic threshold modelling and the US business cycle

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DOI10.1111/rssc.12008MaRDI QIDQ6638965

António Rua, Miguel de Carvalho, Feridun Turkman

Publication date: 14 November 2024

Published in: Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

statistics of extremes peaks over threshold non-stationary process Box-Jenkins method unemployment data extreme value econometrics US business cycle

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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