Asymmetry in economic time series and the simultaneous switching autoregressive model
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- C. Gourieroux & Jean-Jacques Laffont & A. Monfort, 1979.
"Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes,"
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- Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1.
- Neftci, Salih N, 1984. "Are Economic Time Series Asymmetric over the Business Cycle?," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 307-28, April.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
- Anderson, T. W. & Kunitomo, Naoto, 1992. "Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 221-243, February.
- Neftci, Salih N, 1993.
"Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?,"
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American Statistical Association, vol. 11(2), pages 215-24, April.
- Salih N. NEFTCI, 1990. "Statistical Analysis of Shapes in Macroeconomic Time Series : Is There a Business Cycle ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9006, Université de Lausanne, Faculté des HEC, DEEP.
- Laffont, Jean-Jacques & Garcia, Rene, 1977. "Disequilibrium Econometrics for Business Loans," Econometrica, Econometric Society, vol. 45(5), pages 1187-1204, July.
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