Trend-cycle decomposition models with smooth-transition parameters: evidence from US economc time series

S.J. Koopman, K.M. Lee, S.Y. Wong

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Nonlinear time series analysis of bussiness cycles
Editors	D. van Dijk, C. Milas, P.A. Rothman
Place of Publication	Amsterdam
Publisher	Elsevier
ISBN (Print)	044451838X, 9780444518385
Publication status	Published - 2005

Cite this

@inbook{2c75161967a340d5af15e244da2bedd5,

title = "Trend-cycle decomposition models with smooth-transition parameters: evidence from US economc time series",

author = "S.J. Koopman and K.M. Lee and S.Y. Wong",

year = "2005",

language = "English",

isbn = "044451838X",

editor = "{van Dijk}, D. and C. Milas and P.A. Rothman",

booktitle = "Nonlinear time series analysis of bussiness cycles",

publisher = "Elsevier",

}

TY - CHAP

T1 - Trend-cycle decomposition models with smooth-transition parameters: evidence from US economc time series

AU - Koopman, S.J.

AU - Lee, K.M.

AU - Wong, S.Y.

PY - 2005

Y1 - 2005

M3 - Chapter

SN - 044451838X

SN - 9780444518385

BT - Nonlinear time series analysis of bussiness cycles

A2 - van Dijk, D.

A2 - Milas, C.

A2 - Rothman, P.A.

PB - Elsevier

CY - Amsterdam

ER -