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Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series

✍ Scribed by Marc Hallin; Abdessamad Saidi

Book ID: 111039904
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 252 KB
Volume: 26
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2005.00391.x

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