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Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

✍ Scribed by Michael A. Hauser; Benedikt M. Pötscher; Erhard Reschenhofer


Publisher
Springer-Verlag
Year
1999
Tongue
English
Weight
244 KB
Volume
24
Category
Article
ISSN
0377-7332

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