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A Variance Ratio Test of the B...
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Corrigendum to "Detection of change in persistence of a linear time series" [J. Econom. 95 (2000) 97-116]
Kim, Jae-Young
;
Belaire-Franch, Jorge
;
Amador, Rosa Badillo
- In:
Journal of Econometrics
109
(
2002
)
2
,
pp. 389-392
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