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Long memory and nonlinear time series

Authors :
Timo Teräsvirta
James Davidson
Source :
Journal of Econometrics. 110:105-112
Publication Year :
2002
Publisher :
Elsevier BV, 2002.

Abstract

Introduction to special Annals issue of papers presented at a conference in Cardiff, UK on July 9–11th 2000

Details

ISSN :
03044076
Volume :
110
Database :
OpenAIRE
Journal :
Journal of Econometrics
Accession number :
edsair.doi...........a5c86bd78cbcc960cda60b00189c287b