Rech, Gianluigi (contributor) - 2002 - [Elektronische Ressource]
’université, 16 B-1348
Louvain-la-Neuve BELGIUM;
Department of Economic Statistics, Stockholm School of Economics,
Box 6501, S-113 83 …, Stockholm, Sweden.
E-mail: gianluigi.rech@electrabel.com.
SSE/EFI Working Paper Series in Economics and Finance
No 491
January … Economics is gratefully acknowledged.
i
.
ii
1 Introduction
Over recent years, several nonlinear time series models have been …