A simple nonlinear time series model with misleading linear properties
| Year of publication: |
1999
|
|---|---|
| Authors: | Granger, Clive W. J. ; Terasvirta, Timo |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 62.1999, 2, p. 161-165
|
| Publisher: |
Elsevier |