The Stochastic Permanent Break Model and the Fractional Integration Hypothesis
| Year of publication: |
2004
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|---|---|
| Authors: | Gil-Alana, Luis A. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 23.2004, 4, p. 315-324
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