Introduction to m-m processes

Journal of Econometrics

Volumn 130, Issue 1, 2006, Pages 143-164

  Granger, Clive W J ^a   Hyung, Namwon ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b University of Seoul   (South Korea)

Author keywords

Interest rate spread; Min max process; Neglected nonlinearity; Nonlinear error correction model; Threshold

Indexed keywords

ERROR CORRECTION; INTEGRATION; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; SYSTEM STABILITY; THRESHOLD ELEMENTS;

INTEREST RATE SPREAD; MIN-MAX PROCESS; NEGLECTED NONLINEARITY; NONLINEAR ERROR CORRECTION MODEL; THRESHOLD;

LINEAR SYSTEMS;

EID: 28244490968     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.09.013     Document Type: Article

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