A simple linear time series model with misleading nonlinear properties

DOI10.1016/S0165-1765(99)00153-6zbMath1027.91512OpenAlexW1980541005WikidataQ126400764 ScholiaQ126400764MaRDI QIDQ1606377

Bruno Eklund, Johan Lyhagen, Michael K. Adersson

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00153-6

zbMATH Keywords

time seriesmemorySTAR

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites Work

• A simple nonlinear time series model with misleading linear properties
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Unnamed Item

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