Estimating non-linear ARMA models using Fourier coefficients

B-Tier
Journal: International Journal of Forecasting
Year: 2000
Volume: 16
Issue: 3
Pages: 333-347

Authors (2)

Ludlow, Jorge Enders, Walter (University of Alabama-Tuscaloo...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:intfor:v:16:y:2000:i:3:p:333-347
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25