Optimal Formulations for Nonlinear Autoregressive Processes

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages54
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-103/III

Cite this

Blasques, F., Koopman, S. J., & Lucas, A. (2014). Optimal Formulations for Nonlinear Autoregressive Processes. (TI Discussion Paper; No. 14-103/III). Amsterdam: Tinbergen Institute.
Blasques, F. ; Koopman, S.J. ; Lucas, A. / Optimal Formulations for Nonlinear Autoregressive Processes. Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; 14-103/III).
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year = "2014",
language = "English",
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publisher = "Tinbergen Institute",
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Blasques, F, Koopman, SJ & Lucas, A 2014 'Optimal Formulations for Nonlinear Autoregressive Processes' TI Discussion Paper, no. 14-103/III, Tinbergen Institute, Amsterdam.

Optimal Formulations for Nonlinear Autoregressive Processes. / Blasques, F.; Koopman, S.J.; Lucas, A.

Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-103/III).

Research output: Working paperProfessional

TY - UNPB

T1 - Optimal Formulations for Nonlinear Autoregressive Processes

AU - Blasques, F.

AU - Koopman, S.J.

AU - Lucas, A.

PY - 2014

Y1 - 2014

M3 - Working paper

T3 - TI Discussion Paper

BT - Optimal Formulations for Nonlinear Autoregressive Processes

PB - Tinbergen Institute

CY - Amsterdam

ER -

Blasques F, Koopman SJ, Lucas A. Optimal Formulations for Nonlinear Autoregressive Processes. Amsterdam: Tinbergen Institute. 2014. (TI Discussion Paper; 14-103/III).