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Title

Some non-parametric tests for duration dependence: An application to UK business cycle data.

Authors

Mudambi, Ram; Taylor, Larry W.

Abstract

Studies the distinction between I. Fisher's implied data-generating process for Monte Carlo cycles and the Markov process. Nonparametric tests for constant hazard expansions and contractions; British business cycle for the period 1854-1938 and 1952 to 1992; Testing for duration dependence.

Subjects

UNITED Kingdom; MONTE Carlo method; MARKOV processes; BUSINESS cycles

Publication

Journal of Applied Statistics, 1995, Vol 22, Issue 1, p163

ISSN

0266-4763

Publication type

Academic Journal

DOI

10.1080/757584405