Binomial autoregressive moving average models with an application to U.S. recessions

Journal of Business and Economic Statistics

Volumn 26, Issue 1, 2008, Pages 1-8

  Startz, Richard ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

ARMA models; Binary variables; Markov models; Time series

Indexed keywords

EID: 38349051930     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500107000000151     Document Type: Article

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