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A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests
Castro, Tomas del Barrio; Osborn, Denise R. - School of Economics, University of Manchester - 2006
Persistent link: https://www.econbiz.de/10005702895
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Cointegration for Periodically Integrated Processes
Castro, Tomas del Barrio; Osborn, Denise R - School of Economics, University of Manchester - 2005
Persistent link: https://www.econbiz.de/10005341906