Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models
H. Peter Boswijk (),
Philip Hans Franses and
Dick van Dijk ()
No 765, Econometric Society World Congress 2000 Contributed Papers from Econometric Society
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Working Paper: Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models (2000)
Working Paper: Asymmetric and common absorption of shocks in nonlinear autoregressive models (2000)
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