Comparison of Regime Switching, Probit and Logit Models in Dating and Forecasting US Business Cycles


Autoria(s): Katsuura, Masaki; Layton, Allan
Data(s)

2001

Identificador

http://eprints.qut.edu.au/23488/

Publicador

North-Holland

Relação

Katsuura, Masaki & Layton, Allan (2001) Comparison of Regime Switching, Probit and Logit Models in Dating and Forecasting US Business Cycles. International Journal of Forecasting, pp. 403-417.

Fonte

QUT Business School; School of Economics & Finance

Tipo

Journal Article