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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