English Books > Business/Finance/Selling > Econometrics > Business Cycles: Durations, Dynamics, And Forecasting

Business Cycles: Durations, Dynamics, And Forecasting
Author: Diebold, Francis X.; Joint Author: Rudebusch, Glenn D.
Hardback; Book; 44 Line Illustrations, 83 Tables
434 pages
Published: April 1999
University Presses of California, Columbia and Princeton
ISBN: 0691012180

A collection of essays which analyze the econometrics of business cycles, this text addresses their measurement, modelling and forecasting. The authors make use of a variety of advanced econometric techniques, including non-parametric analysis, fractional integration, and regime-switching models.



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