Time series models of GDP: a reappraisal
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References listed on IDEAS
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More about this item
KeywordsSETAR models; ARMA models; Markov-switching models; impulse response functions; residual based misspecification tests; busyness-cycle stylized facts;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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