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A nonlinear long memory model, with an application to US unemployment

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  • van Dijk, Dick
  • Franses, Philip Hans
  • Paap, Richard

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  • van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, vol. 110(2), pages 135-165, October.
    • Handle: RePEc:eee:econom:v:110:y:2002:i:2:p:135-165
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