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A CUSUM test for a long memory...
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2006
Persistent link: https://www.econbiz.de/10003028229
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2008
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Persistent link: https://www.econbiz.de/10003679356
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