Structural breaks, unit roots and methods for removing the autocorrelation pattern
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Publication:1573272
DOI10.1016/S0167-7152(00)00023-7zbMath1122.62327WikidataQ127027697 ScholiaQ127027697MaRDI QIDQ1573272
Marcelo Bussotti Reyes, Antonio Montanés
Publication date: 10 August 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00023-7
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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