Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series
Nonlinear Time Series Analysis of Business Cycles
ISBN: 978-0-44451-838-5, eISBN: 978-1-84950-833-9
Publication date: 8 February 2006
Citation
Kapetanios, G. and Tzavalis, E. (2006), "Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 175-198. https://doi.org/10.1016/S0573-8555(05)76007-7
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited