مرکز منطقه ای اطلاع رساني علوم و فناوري - Comparison of regime switching, probit and logit models in dating and forecasting US business cycles

Title of article :

Comparison of regime switching, probit and logit models in dating and forecasting US business cycles

Author/Authors :

Allan P. Layton، نويسنده , , Masaki Katsuura، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

403

To page :

417

Keywords :

Business cycles , Regime switching model: logit and probit model , Quadratic probability score

Journal title :

International Journal of Forecasting

Serial Year :

2001

Journal title :

International Journal of Forecasting

Record number :

178911

Link To Document :