Least squares estimation of the coefficients of a partially explosive model, with polynomial regressions of same degree, generating a pair of related time series

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 1990-12, Vol.31 (1), p.15-31
Main Authors: Chandra, K. Suresh, Dhanavanthan, P.
Format: Article
Language:English
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ISSN:0932-5026
1613-9798
DOI:10.1007/BF02924670