Book cover for Nonlinear Time Series Analysis of Business Cycles
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Contributions to Economic Analysis
Nonlinear Time Series Analysis of Business Cycles
Edited by
C. Milas
C. Milas
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P.A. Rothman
P.A. Rothman
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Dick van Dijk
Dick van Dijk
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David E. Wildasin
David E. Wildasin
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Author and Other Information
Emerald Group Publishing Limited
Volume
276
DOI:
https://doi.org/10.1016/S0573-8555(2006)276
ISBN electronic:
978-1-84950-833-9
ISBN print:
978-0-44451-838-5
Series ISSN:
0573-8555
Publication date:
2006
Book Chapter

Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

By
Siem Jan Koopman;
Siem Jan Koopman
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Kai Ming Lee;
Kai Ming Lee
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Soon Yip Wong
Soon Yip Wong
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Author and Other Information
Siem Jan Koopman
Kai Ming Lee
Soon Yip Wong
© Emerald Group Publishing Limited
2006
Doi:
https://doi.org/10.1016/S0573-8555(05)76008-9
  • Published:
    2006

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First page of Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series
© Emerald Group Publishing Limited
2006
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