Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series
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Publication:5294108
DOI10.1016/S0573-8555(05)76008-9zbMath1301.91048MaRDI QIDQ5294108
Siem Jan Koopman, Kai Ming Lee, Soon Yip Wong
Publication date: 23 July 2007
Published in: Nonlinear Time Series Analysis of Business Cycles (Search for Journal in Brave)
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
Uses Software
