Seasonal Nonlinear Long Memory Model for the US Inflation Rates
Year of publication: |
2008
|
---|---|
Authors: | Ajmi, Ahdi ; Nasr, Adnen Ben ; Boutahar, Mohamed |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 31.2008, 3, p. 243-254
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Long memory | Seasonality | Smooth transition autoregression |
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