Dueker, Michael J.; Psaradakis, Zacharias; Sola, Martin; … - Federal Reserve Bank of St. Louis - 2007
past {x
t−1
,x
t−2
,...} andE(u
t
)=E(u
2
t
−1) = 0,
p is a positive integer, σ
1
and σ
2
are positive constants, and μ
i …, Mathematics & Statistics, Birkbeck, University of London, U.K.
Martin Sola
School of Economics, Mathematics & Statistics, Birkbeck …, University of London, U.K.
Department of Economics, Universidad Torcuato di Tella, Argentina
Fabio Spagnolo
Department of …