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Threshold autoregressions for strongly autocorrelated time series

Markku Lanne and Pentti Saikkonen
Year of publication:
2000
Authors: Lanne, Markku ; Saikkonen, Pentti
Publisher: Helsinki
Subject: Einheitswurzeltest | Unit root test | Euromarkt | Euromarkets | Staatspapier | Government securities | Theorie | Theory | Autokorrelation | Autocorrelation
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