Modelling nonlinearity and long memory in time series
By: by P.M. Robinson and P. Zaffaroni.
Contributors: Zaffaroni, P.; Suntory and Toyota International Centres for Economics andRelated Disciplines.
Series: Econometrics discussion paper -- no.EM/97/319
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
Published: 1997
Place of publication: London
Language: eng
Number of pages: 14
Subjects: Time-series analysis.; Nonlinear theories.; Economics, Mathematical.
Notes: Includes bibliographical references.