Detection of regime switches between stationary and nonstationary processes and economic forecasting

Journal of Forecasting

Volumn 24, Issue 4, 2005, Pages 255-267

  Fukuda, Kosei ^a  

^a NIHON UNIVERSITY   (Japan)

Author keywords

BIC; Model selection; Regime switch; Structural change; Unit root

Indexed keywords

COMPUTER SIMULATION; HAMILTONIANS; INDUSTRIAL ECONOMICS; MARKOV PROCESSES; MATHEMATICAL MODELS; RANDOM PROCESSES; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

BIC; MODEL SELECTION; REGIME SWITCHES; STRUCTURAL CHANGE; UNIT ROOT;

FORECASTING;

EID: 22944466896     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.941     Document Type: Article

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