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Quinn, B. G.; Nicholls, D. F.

The stability of random coefficient autoregressive models. (English) Zbl 0491.62081

Int. Econ. Rev. 22, 741-744 (1981).
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Cited in 15 Documents

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)

Keywords:

stability of random coefficient autoregressive models; necessary and sufficient condition; multivariate models

Citations:

Zbl 0283.60065
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