Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models

H. Peter Boswijk (), Philip Hans Franses and Dick van Dijk

No 765, Econometric Society World Congress 2000 Contributed Papers from Econometric Society

Abstract: No abstract.

Date: 2000-08-01
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Citations: View citations in EconPapers (18)

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Related works:
Working Paper: Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models (2000)
Working Paper: Asymmetric and common absorption of shocks in nonlinear autoregressive models (2000)
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