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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo
;
Archontakis, F.
;
Bauer, D.
;
Wagner, M.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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