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An optimal test against a random walk component in a non-orthogonal unobserved components model

✍ Scribed by Ralph W. Bailey; A. M. Robert Taylor

Book ID: 108513091
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 93 KB
Volume: 5
Category: Article
ISSN: 1368-4221
DOI: 10.1111/1368-423x.t01-1-00096

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