Long memory and nonlinear time series

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Long memory and nonlinear time series

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dc.contributor.author Davidson, James en_GB
dc.contributor.author Teräsvirta, Timo en_GB
dc.contributor.department Cardiff Business School (now at University of Exeter); Stockholm School of Economics en_GB
dc.date.accessioned 2008-05-29T08:13:17Z en_GB
dc.date.accessioned 2011-01-25T10:26:09Z en_US
dc.date.accessioned 2013-03-19T15:56:19Z
dc.date.issued 2002 en_GB
dc.identifier.citation Journal of Econometrics (2002) 110(2), pp105-112 en_GB
dc.identifier.doi 10.1016/S0304-4076(02)00088-X en_GB
dc.identifier.uri http://hdl.handle.net/10036/28752 en_GB
dc.language.iso en en_GB
dc.publisher Elsevier en_GB
dc.relation.url http://www.people.ex.ac.uk/jehd201/ en_GB
dc.subject long memory models en_GB
dc.subject nonlinearity en_GB
dc.title Long memory and nonlinear time series en_GB
dc.type Article en_GB
dc.date.available 2008-05-29T08:13:17Z en_GB
dc.date.available 2011-01-25T10:26:09Z en_US
dc.date.available 2013-03-19T15:56:19Z
dc.identifier.issn 03044076 en_GB
dc.description Introduction to special Annals issue of papers presented at a conference in Cardiff, UK on July 9–11th 2000 en_GB
dc.identifier.journal Journal of Econometrics en_GB


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