Nonlinear time series analysis of business cycles
The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series m...
| Main Author: | Dijk, Dick van |
|---|---|
| Other Authors: | Milas, Costas, Rothman, Philip |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boston :
Elsevier,
c2006.
|
| Edition: | 1st ed. |
| Series: | Contributions to economic analysis ;
v. 276. |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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