Department of Economics and Business Economics

Timo Teräsvirta

Modelling autoregressive processes with a shifting mean

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Modelling autoregressive processes with a shifting mean. / González, Andrés; Teräsvirta, Timo.

In: Studies in Nonlinear Dynamics and Econometrics (Online), Vol. 12, No. 1, 2008, p. Article 1.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

González, A & Teräsvirta, T 2008, 'Modelling autoregressive processes with a shifting mean' Studies in Nonlinear Dynamics and Econometrics (Online), vol. 12, no. 1, pp. Article 1.

APA

CBE

González A, Teräsvirta T. 2008. Modelling autoregressive processes with a shifting mean. Studies in Nonlinear Dynamics and Econometrics (Online). 12(1):Article 1.

MLA

González, Andrés and Timo Teräsvirta. "Modelling autoregressive processes with a shifting mean". Studies in Nonlinear Dynamics and Econometrics (Online). 2008, 12(1). Article 1.

Vancouver

González A, Teräsvirta T. Modelling autoregressive processes with a shifting mean. Studies in Nonlinear Dynamics and Econometrics (Online). 2008;12(1):Article 1.

Author

González, Andrés ; Teräsvirta, Timo. / Modelling autoregressive processes with a shifting mean. In: Studies in Nonlinear Dynamics and Econometrics (Online). 2008 ; Vol. 12, No. 1. pp. Article 1

Bibtex

@article{c8f21660ff5311dda987000ea68e967b,
title = "Modelling autoregressive processes with a shifting mean",
author = "Andr{\'e}s Gonz{\'a}lez and Timo Ter{\"a}svirta",
year = "2008",
language = "English",
volume = "12",
pages = "Article 1",
journal = "Studies in Nonlinear Dynamics and Econometrics (Online)",
issn = "1081-1826",
publisher = "De Gruyter",
number = "1",

}

RIS

TY - JOUR

T1 - Modelling autoregressive processes with a shifting mean

AU - González,Andrés

AU - Teräsvirta,Timo

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 12

SP - Article 1

JO - Studies in Nonlinear Dynamics and Econometrics (Online)

T2 - Studies in Nonlinear Dynamics and Econometrics (Online)

JF - Studies in Nonlinear Dynamics and Econometrics (Online)

SN - 1081-1826

IS - 1

ER -