A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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Publication:4203680
DOI10.2307/1912559zbMath0685.62092OpenAlexW2074812030WikidataQ55970536 ScholiaQ55970536MaRDI QIDQ4203680
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/de6046f58a05a769b5aa526d95a09c5fa5e5b42c
business cyclenonstationary time seriesmean growth ratediscrete-state Markov process modelmodeling changes in regime
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