A new approach to the economic analysis of nonstationary time series and the business cycle

Economic analysis of time series. A Markov model of trend. Forecasting and present value calculations. Markov Trend in levels, logs. Estimation, filtering, and smoothing. Stochastic specification, filtering. Maximum likelihood estimates for U.S. GNP data.

Рубрика Экономика и экономическая теория
Вид статья
Язык английский
Дата добавления 09.09.2012
Размер файла 2,0 M

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