The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series
- 1 December 1990
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 26 (3) , 409-432
- https://doi.org/10.1016/0304-3932(90)90005-o
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
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