Work

9 Estimation, inference and forecasting of time series subject to changes in regime

Year: 1993

Type: book-chapter

Source: Handbook of statistics

DOI: 10.1016/s0169-7161(05)80044-6

Author: James D. Hamilton

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W47906050

FWCI: 14.36

Cites: 48

Cited by: 160

Related to: 10