Are apparent findings of nonlinearity due to structural instability in economic time series? (Q2772839): Difference between revisions

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Are apparent findings of nonlinearity due to structural instability in economic time series?
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    Are apparent findings of nonlinearity due to structural instability in economic time series? (English)
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    19 February 2002
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    Bayes factor
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    Markov chain Monte Carlo
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    threshold autoregressive model
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    time varying parameter model
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