On the partial autocorrelations for an explosive process

Abstract

Unfortunately, an uncorrected version of the above paper was inadvertently published. Although not altering the overall conclusions, a technical mistake (only discovered during revision) required many small modifications to the test. JVe now list these fairly substantial changes, which include the addition of an explanatory Appendix. Other minor improvements in presentation of the revised paper are omitted here - but copies of the fully corrected version of the paper will be sent to people who request offprints.