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Tests for non-correlation of two cointegrated ARMA time series

✍ Scribed by DINH TUAN PHAM; ROCH ROY; LYNE CÉDRAS

Book ID: 108549548
Publisher: John Wiley and Sons
Year: 2003
Tongue: English
Weight: 299 KB
Volume: 24
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00322

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