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Spurious regressions between stationary generalized long memory processes

✍ Scribed by Yixiao Sun

Book ID: 116421268
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 115 KB
Volume: 90
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2005.10.009

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