A unified approach to nonlinearity, structural change, and outliers (Q278493)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A unified approach to nonlinearity, structural change, and outliers
scientific article

    Statements

    A unified approach to nonlinearity, structural change, and outliers (English)
    0 references
    0 references
    0 references
    0 references
    2 May 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    state-space models
    0 references
    Markov-switching models
    0 references
    threshold models
    0 references
    Bayesian inference
    0 references
    business cycle asymmetry
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references