Stability results for nonlinear error correction models
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Publication:262797
DOI10.1016/j.jeconom.2004.03.001zbMath1335.62145MaRDI QIDQ262797
Publication date: 30 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.03.001
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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