Are apparent findings of nonlinearity due to structural instability in economic time series? (Q2772839)
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English | 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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