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
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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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Persistent link: https://EconPapers.repec.org/RePEc:ams:ndfwpp:00-10
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