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Non-linearity and Non-stationarity in Dynamic Econometric Models

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Publication:4401694
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DOI10.2307/2296711zbMath0276.90006OpenAlexW2069028780MaRDI QIDQ4401694

Roger J. Bowden

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



Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)


Related Items (3)

Hnbue property in a shock model with cumulative damage threshold ⋮ Estimation of non-stationary spectra by simulated annealing ⋮ CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY







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