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Economics Letters
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Economics Letters
Article . 2006 . Peer-reviewed
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Article . 2006
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Research Papers in Economics
Preprint . 2004
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Article . 2004 . Peer-reviewed
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https://dx.doi.org/10.2139/ssr...
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Research . 2004
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Nonlinear Autoregressive Models and Long Memory

Nonlinear autoregressive models and long memory
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Research , Preprint 01 Jan 2004 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: George Kapetanios;

doi: 10.2139/ssrn.568843 , 10.1016/j.econlet.2005.12.006

handle: 10419/62801

Nonlinear Autoregressive Models and Long Memory

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

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Keywords

Nichtlineares Verfahren, Time series, auto-correlation, regression, etc. in statistics (GARCH), ddc:330, Autokorrelation, C15, Long memory, Nonlinearity, jel: jel:C15

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 8
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Average
Average
Average
bronze