The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models:
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Bibliographic Details
Main Author: Gil-Alaña, Luis A. (Author)
Format: Book
Language:English
Published: Berlin Humboldt-Univ. 2001
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2001,66
Physical Description:6 S.

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