Autoregressive-asymmetric moving average models for business cycle data

Author:

Brånnås Kurt,De Gooijer Jan G.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference27 articles.

1. A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS

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