Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP
Year of publication: |
2007
|
---|---|
Authors: | Bidarkota, Prasad |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 3.2007, 4, p. 191-200
|
Publisher: |
Berkeley Electronic Press |
Subject: | GDP | symmetric stable distributions | conditional heteroskedasticity | long memory | nonlinearity |
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