A simple nonlinear time series model with misleading linear properties
| Year of publication: |
1999
|
|---|---|
| Authors: | Granger, Clive W.J. ; Teräsvirta, Timo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 62.1999, 2, p. 161-166
|