A Simple Linear Time Series Model with Misleading Nonlinear Properties
| Year of publication: |
1999-02-09
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|---|---|
| Authors: | Andersson, Michael K. ; Eklund, Bruno ; Lyhagen, Johan |
| Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
| Subject: | Fractional integration | Long memory | Smooth transition autoregression |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Economics Letters, 1999, pages 281-284. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 300 5 pages |
| Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005423859