Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth
From MaRDI portal
Publication:2457783
DOI10.1007/s00362-007-0357-0zbMath1125.62127MaRDI QIDQ2457783
Publication date: 23 October 2007
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0357-0
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
91B62: Economic growth models
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