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Bayesian inference for periodic regime-switching models.
- Source :
- Journal of Applied Econometrics; Mar/Apr98, Vol. 13 Issue 2, p129-143, 15p, 2 Charts, 6 Graphs
- Publication Year :
- 1998
-
Abstract
- Presents information on a study on modelling seasonality in non-linear analysis in the context of econometry. Description of non-linear time series models and seasonality; Periodic regime-switching models; Methodology; Conclusions of the study.
- Subjects :
- ECONOMETRICS
NONLINEAR theories
Subjects
Details
- Language :
- English
- ISSN :
- 08837252
- Volume :
- 13
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Journal of Applied Econometrics
- Publication Type :
- Academic Journal
- Accession number :
- 683140
- Full Text :
- https://doi.org/10.1002/(SICI)1099-1255(199803/04)13:2<129::AID-JAE466>3.0.CO;2-2