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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

Abstract: No abstract.

Date: 2000-08-01
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Related works:
Working Paper: Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models (2000) Downloads
Working Paper: Asymmetric and common absorption of shocks in nonlinear autoregressive models (2000) Downloads
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