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Mathematical Appendices to : 'Stop-Outs Under Serial Correlation'
Bailey, David H., (2015)
The empirical process of autoregressive residuals
Engler, Eric, (2007)
Engler, Eric, (2009)
A representation theory for polynomial cofractionality in vector autoregressive models
Franchi, Massimo, (2010)
The integration order of vector autoregressive processes
Franchi, Massimo, (2006)
Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo, (2018)