Details Details PDF BIBTEX RIS Title State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2022 Issue No 1 Affiliation Gobbi, Fabio : Department of Economics and Statistics, University of Siena, Italy ; Mulinacci, Sabrina : Department of Statistical Sciences, University of Bologna, Italy Authors Gobbi, Fabio ; Mulinacci, Sabrina Keywords convolution-based autoregressive models ; level-increment dependence ; nonlinear time series ; maximum likelihood ; forecasting accuracy Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 81-108 Publisher Oddział PAN w Łodzi Date 2022.02.02 Type Article Identifier DOI: 10.24425/cejeme.2022.140513 <div class="test"></div>