A smooth transition long-memory model
Marcel Aloy, Gilles Dufrénot, Charles Lai Tong and Anne Peguin-Feissolle
Year of publication: |
2013
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Authors: | Aloy, Marcel ; Dufrénot, Gilles ; Tong, Charles Lai ; Peguin-Feissolle, Anne |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 17.2013, 3, p. 281-296
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