A simple linear time series model with misleading nonlinear properties
- 31 December 1999
- journal article
- research article
- Published by Elsevier BV in Economics Letters
- Vol. 65 (3), 281-284
- https://doi.org/10.1016/s0165-1765(99)00153-6
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A simple nonlinear time series model with misleading linear propertiesEconomics Letters, 1999
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSJournal of Time Series Analysis, 1983
- Fractional differencingBiometrika, 1981
- AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCINGJournal of Time Series Analysis, 1980