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A nonlinear long memory model, with an application to US unemployment

, , and . Journal of Econometrics, 110 (2): 135--165 (October 2002)

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Periodicity and stochastic trends in economic time series. Advanced texts in econometrics Oxford Univ. Press, Oxford u.a., (1996)Modeling consideration sets and brand choice using artificial neural networks., , and . Eur. J. Oper. Res., 154 (1): 206-217 (2004)The effect of rounding on payment efficiency., and . Comput. Stat. Data Anal., 53 (4): 1449-1461 (2009)Recognizing changing seasonal patterns using artificial neural networks, and . Journal of Econometrics, 81 (1): 273--280 (November 1997)A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63 (1): 133--151 (July 1994)Advances in Econometrics, , and . Volume 16, chapter Econometric analysis of the market share attraction model, page 223--256. JAI, (2002)Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice, , , , , and . International Journal of Forecasting, 21 (1): 53--71 (00 2005)Handbook of Economic Forecasting. Volume 1, chapter Chapter 18 Forecasting in Marketing, page 983--1012. Elsevier, (2006)Forecasting and seasonality, and . International Journal of Forecasting, 13 (3): 303--305 (September 1997)Testing for Unit Roots and Non-linear Transformations, and . Journal of Time Series Analysis, 19 (2): 147--164 (60 03 1998)doi: 10.1111/1467-9892.00083.