Abstract
This paper is concerned with the estimation of the coefficients of simultaneous partially explosive model with polynomial regression components of different degrees in its equations. Since the least squares method breaks down in this case, a three stage estimation procedure is suggested for obtaining CAN estimates of the coefficients.
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References
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Chandra, K.S., Dhanavanthan, P. Inference for a simultaneous linear partially explosive model with polynomial regression components of different degrees. Statistical Papers 31, 265–280 (1990). https://doi.org/10.1007/BF02924699
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DOI: https://doi.org/10.1007/BF02924699