Forecasting and estimating multiple change-point models with an unknown number of change points

  • 4.59 MB
  • English
Federal Reserve Bank of New York , [New York, N.Y.]
Economic forecasting -- Econometric models., Point processes., Monte Carlo me
StatementGary M. Koop and Simon M. Potter.
SeriesStaff reports ;, no. 196, Staff reports (Federal Reserve Bank of New York : Online) ;, no. 196.
ContributionsPotter, Simon M., Federal Reserve Bank of New York.
LC ClassificationsHB1
The Physical Object
FormatElectronic resource
ID Numbers
Open LibraryOL3475887M
LC Control Number2005615319