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

Date: 2000
New Economics Papers: this item is included in nep-ets
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://cendef.uva.nl/binaries/content/assets/subsi ... 49.pdf?1417178219655 (application/pdf)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Access Statistics for this paper

More papers in CeNDEF Working Papers from Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Dept. of Economics and Econometrics, Universiteit van Amsterdam, Roetersstraat 11, NL - 1018 WB Amsterdam, The Netherlands. Contact information at EDIRC.
Bibliographic data for series maintained by Cees C.G. Diks ().