Absorption of shocks in nonlinear autoregressive models.

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

19 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	4206-4226
Number of pages	21
Journal	Computational Statistics & Data Analysis
Volume	51
Issue number	9
DOIs	https://doi.org/10.1016/j.csda.2006.04.033
Publication status	Published - 2007

Research programs

@article{2d079782f01f42ffba1c4ee1922b88ba,

title = "Absorption of shocks in nonlinear autoregressive models.",

author = "{van Dijk}, Dick and Franses, {Philip Hans} and HP Boswijk",

year = "2007",

doi = "10.1016/j.csda.2006.04.033",

language = "Undefined/Unknown",

volume = "51",

pages = "4206--4226",

journal = "Computational Statistics & Data Analysis",

issn = "0167-9473",

publisher = "Elsevier",

number = "9",

}

TY - JOUR

T1 - Absorption of shocks in nonlinear autoregressive models.

AU - van Dijk, Dick

AU - Franses, Philip Hans

AU - Boswijk, HP

PY - 2007

Y1 - 2007

U2 - 10.1016/j.csda.2006.04.033

DO - 10.1016/j.csda.2006.04.033

M3 - Article

SN - 0167-9473

VL - 51

SP - 4206

EP - 4226

JO - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

IS - 9

ER -