Non-linearity and Non-stationarity in Dynamic Econometric Models
From MaRDI portal
Publication:4401694
DOI10.2307/2296711zbMath0276.90006MaRDI QIDQ4401694
Publication date: 1974
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2296711
Related Items
Estimation of non-stationary spectra by simulated annealing, Hnbue property in a shock model with cumulative damage threshold, CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY