Asymmetric and common absorption of shocks in nonlinear autoregressive models

Open Access
Authors
Publication date 19-01-2000
Series Econometric Institute report, EI-2000-01/A
Number of pages 49
Publisher Rotterdam: Erasmus University
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Working paper
Language English
Downloads
feweco20000120121849.pdf (Final published version)
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