• Title of article

    Absorption of shocks in nonlinear autoregressive models

  • Author/Authors

    Dick van Dijk، نويسنده , , Philip Hans Franses، نويسنده , , H. Peter Boswijk، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    21
  • From page
    4206
  • To page
    4226
  • Keywords
    Regime-switching models , Asymmetry , Impulse Response , half-life
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2007
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145371

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145371