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The spurious regression of fractionally integrated processes

✍ Scribed by Wen-Jen Tsay; Ching-Fan Chung

Book ID: 108432811
Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 193 KB
Volume: 96
Category: Article
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(99)00056-1

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