Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP

DOI10.2202/1558-3708.1048zbMath1078.91545OpenAlexW1966320275MaRDI QIDQ3368234

Prasad V. Bidarkota

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1048

zbMATH Keywords

nonlinearityconditional heteroskedasticitylong memoryGDPsymmetric stable distributions

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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