A simple nonlinear time series model with misleading linear properties
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Publication:1285516
DOI10.1016/S0165-1765(98)00228-6zbMath0918.90044OpenAlexW2073445562MaRDI QIDQ1285516
Timo Teräsvirta, Clive W. J. Granger
Publication date: 28 April 1999
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00228-6
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