Are apparent findings of nonlinearity dur to structural instability in economic time series?
Koop, Gary and Potter, Simon M
Are apparent findings of nonlinearity dur to structural instability in economic time series? J5708 2001 - 2001 - 37-55 V. 04 Issue. 1
Econometrics
Bayes factor;Markov chain monte carlo;Threshold autoregressive model;Time varying parameter model;
Are apparent findings of nonlinearity dur to structural instability in economic time series? J5708 2001 - 2001 - 37-55 V. 04 Issue. 1
Econometrics
Bayes factor;Markov chain monte carlo;Threshold autoregressive model;Time varying parameter model;