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 proceedingChapterAcademic

    Original languageEnglish
    Title of host publicationNonlinear time series analysis of bussiness cycles
    EditorsD. van Dijk, C. Milas, P.A. Rothman
    Place of PublicationAmsterdam
    PublisherElsevier
    ISBN (Print)044451838X, 9780444518385
    Publication statusPublished - 2005

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