Time-series model with periodic stochastic regime switching Part I: Theory

Macroeconomic Dynamics

Volumn 4, Issue 4, 2000, Pages 467-486

  Ghysels, Eric ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

Markov regime switching models; Periodic ARMA Processes; Time series models

Indexed keywords

EID: 0034553571     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S136510050001703X     Document Type: Article

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