A linearity test for near-unit root time series
Year of publication: |
1995
|
---|---|
Authors: | Aparicio Acosta, Felipe M. ; Granger, C. W. J. |
Publisher: |
San Diego |
Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory |
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