Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756)
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scientific article; zbMATH DE number 7812026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend and cycle decomposition of Markov switching (co)integrated time series |
scientific article; zbMATH DE number 7812026 |
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Trend and cycle decomposition of Markov switching (co)integrated time series (English)
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1 March 2024
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Beveridge-Nelson decomposition
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trend and cyclical component
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Markov switching (co)integrated processes
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impulse-response function
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state space representation
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