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Yields spreads and Interest Rates Movements: A Cointegration Approach.
Silvapulle, Param, (1993)
Testing for AR (p) against IMA (1,9) Disturbances in the Linear Regression Model
Silvapulle, Param, (1992)
Unit Root Testing: AR (1) Against IMA (1,1) Disturbances in the Linear Regression Model