Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
| Year of publication: |
2010
|
|---|---|
| Authors: | Kim, Youn-Jea ; Lee, Jong-Chul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 155.2010, 1, p. 83-90
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