Much business cycle research is based on an assumption of symmetric cycles, though it is frequently argued that the downturns are steeper and more short-lived than the upturns; implying cyclical asymmetries. A new class of nonlinear autoregressive-asymmetric moving average models is introduced. Thes
Bayesian subset selection for threshold autoregressive moving-average models
β Scribed by Cathy W. S. Chen; Feng Chi Liu; Richard Gerlach
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 464 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0943-4062
No coin nor oath required. For personal study only.
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