Absorption of shocks in nonlinear autoregressive models
| Year of publication: |
2007
|
|---|---|
| Authors: | van Dijk, Dick ; Hans Franses, Philip ; Peter Boswijk, H. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 9, p. 4206-4226
|
| Publisher: |
Elsevier |