Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models

H. Peter Boswijk (), Dick van Dijk () and Philip Hans Franses ()

No 00-10, CeNDEF Working Papers from Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

New Economics Papers: this item is included in nep-ets
Date: 2000

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Related works:
Working Paper: Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models (2000)
Working Paper: Asymmetric and common absorption of shocks in nonlinear autoregressive models (2000)
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