A simple nonlinear time series model with misleading linear properties
Clive W. J. Granger ; Timo Teräsvirta
| Year of publication: |
1999
|
|---|---|
| Authors: | Granger, C. W. J. ; Teräsvirta, Timo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 62.1999, 2, p. 161-165
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Autokorrelation | Autocorrelation |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001255471