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

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

73 Citations (Scopus)

October 2002

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@article{0658a5fa60fa4c2e82dff1c697f8eb39,

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

author = "{van Dijk}, Dick and Franses, {Philip Hans} and Richard Paap",

note = "October 2002",

year = "2002",

doi = "10.1016/S0304-4076(02)00090-8",

language = "Undefined/Unknown",

volume = "110",

pages = "135--165",

journal = "Journal of Econometrics",

issn = "0304-4076",

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}

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T1 - A nonlinear long memory model, with an application to US unemployment

AU - van Dijk, Dick

AU - Franses, Philip Hans

AU - Paap, Richard

N1 - October 2002

PY - 2002

Y1 - 2002

U2 - 10.1016/S0304-4076(02)00090-8

DO - 10.1016/S0304-4076(02)00090-8

M3 - Article

SN - 0304-4076

VL - 110

SP - 135

EP - 165

JO - Journal of Econometrics

JF - Journal of Econometrics

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ER -