Common large innovations across nonlinear time series

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages21
EditionEconometric Institute EI 2002-09
Publication statusPublished - 2002

Publication series

SeriesEconometric Institute
VolumeEI 2002-09

Research programs

  • ESE - MKT

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