Absorption of shocks in nonlinear autoregressive models (Q1020077)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absorption of shocks in nonlinear autoregressive models |
scientific article |
Statements
Absorption of shocks in nonlinear autoregressive models (English)
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29 May 2009
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impulse response
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half-life
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asymmetry
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regime-switching models
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