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ИЗВЕСТИЯ САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА ЭКОНОМИКИ И ФИНАНСОВ
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ECONIS (ZBW)
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EconStor
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Aggregation and persistence in a macromodel.
Abadir, Karim
;
Talmain, Gabriel
-
ISEG - School of Economics and Management, Department …
-linear auto-
Regressive
(AR) processes. This new process is nonlinear, more persistent than any stable AR and yet is mean …
Persistent link: https://www.econbiz.de/10005593001
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