Common Large Innovations Across Nonlinear Time Series

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)251-263
Number of pages13
JournalStudies in Nonlinear Dynamics and Econometrics
Volume17
Issue number3
DOIs
Publication statusPublished - 2013

Research programs

  • EUR ESE 31

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