The fractional integrated bi- parameter smooth transition autoregressive model
Year of publication: |
2012
|
---|---|
Authors: | Montasser, Ghassen El ; Ajmi, Ahdi Noomen |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 1, p. 755-765
|
Publisher: |
AccessEcon |
Subject: | Long Memory | Nonlinearity | Asymmetry | STAR models |
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