To read this content please select one of the options below:

Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

George Kapetanios ,

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