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A nonlinear long memory model, with an application to US unemployment

Dick van Dijk (), Philip Hans Franses and Richard Paap

Journal of Econometrics, 2002, vol. 110, issue 2, 135-165

Date: 2002
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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