Sectoral investigation of asymmetries in the conditional mean dynamics of the real US GDP Article

Bidarkota, PV. (1999). Sectoral investigation of asymmetries in the conditional mean dynamics of the real US GDP . Studies in Nonlinear Dynamics and Econometrics, 3(4), 191-200. 10.2202/1558-3708.1048

cited authors

  • Bidarkota, PV

sustainable development goals

authors

publication date

  • January 1, 1999

published in

keywords

  • BEHAVIOR
  • BUSINESS-CYCLE
  • Business & Economics
  • ECONOMIC TIME-SERIES
  • Economics
  • FRACTIONAL ARIMA
  • GDP
  • INNOVATIONS
  • MAXIMUM-LIKELIHOOD-ESTIMATION
  • MODELS
  • Mathematical Methods In Social Sciences
  • OUTPUT
  • PARAMETER
  • PERSISTENCE
  • Social Sciences
  • Social Sciences, Mathematical Methods
  • conditional heteroskedasticity
  • long memory
  • nonlinearity
  • symmetric stable distributions

Digital Object Identifier (DOI)

start page

  • 191

end page

  • 200

volume

  • 3

issue

  • 4