Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries
| Year of publication: |
2001
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|---|---|
| Authors: | Ramachandran, Rajalakshmi ; Beaumont, Paul |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 17.2001, 2, p. 179-202
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