Are apparent findings of nonlinearity due to structural instability in economic time series?
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Other versions of this item:
- Gary Koop & Simon M. Potter, 1999. "Are apparent findings of nonlinearity due to structural instability in economic time series?," Staff Reports 59, Federal Reserve Bank of New York.
References listed on IDEAS
- Dale J. Poirier, 1995. "Intermediate Statistics and Econometrics: A Comparative Approach," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262161494, September.
More about this item
KeywordsBayes Factor; Markov chain Monte Carlo; threshold autoregressive model; time varying parameter model;
StatisticsAccess and download statistics
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