Detection of Structural Change in the Long-run Persistence in a Univariate Time Series
Year of publication: |
2005
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Authors: | Kurozumi, Eiji |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 67.2005, 2, p. 181-206
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