A nonlinear long memory model, with an application to US unemployment

Dick van Dijk; Philip Hans Franses; Richard Paap

doi:10.1016/S0304-4076(02)00090-8

A nonlinear long memory model, with an application to US unemployment

Dick van Dijk, Philip Hans Franses, Richard Paap

Erasmus School of Economics

Research output: Contribution to journal › Article › Academic › peer-review

75 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	135-165
Number of pages	31
Journal	Journal of Econometrics
Volume	110
Issue number	2
DOIs	https://doi.org/10.1016/S0304-4076(02)00090-8
Publication status	Published - 2002

Bibliographical note

October 2002

Research programs

ESE - MKT

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1016/S0304-4076(02)00090-8

http://hdl.handle.net/1765/11150

Cite this

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title = "A nonlinear long memory model, with an application to US unemployment",

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