A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries

标题
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
作者
关键词
-
出版物
JOURNAL OF ECONOMETRICS
Volume 147, Issue 1, Pages 104-119
出版商
Elsevier BV
发表日期
2008-09-27
DOI
10.1016/j.jeconom.2008.09.032

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