State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting

Gobbi, Fabio; Mulinacci, Sabrina

Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2022 | 1 |

Article title

State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting

Authors

Gobbi, Fabio , Mulinacci, Sabrina

Content

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Title variants

PL

State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting

Languages of publication

EN

Abstracts

Keywords

EN

convolution-based autoregressive models level-increment dependence nonlinear time series maximum likelihood forecasting accuracy

PL

Nauki Humanistyczne i Społeczne

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2022

Issue

1

Physical description

Contributors

author

Gobbi, Fabio

author

Mulinacci, Sabrina

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-122363

Article details

Journal

Central European Journal of Economic Modelling and Econometrics

Article title

State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting

Authors

Content

Title variants

Languages of publication

Abstracts

Keywords

Publisher

Journal

Year

Issue

Physical description

Contributors

References

Document Type

Publication order reference

Identifiers

YADDA identifier