Asymmetric and common absorption of shocks in nonlinear autoregressive models
Year of publication: |
2000-01-20
|
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Authors: | van Dijk, Dick ; Franses, Philip Hans ; Boswijk, Boswijk, H.P. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | impulse response | nonlinear time series models |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2000-01/A |
Source: |
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Asymmetric and common absorption of shocks in nonlinear autoregressive models
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