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    Statements

    author
    A. Ian McLeod
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    publication date
    1979
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    zbMATH Keywords
    distribution of residual cross-correlation
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    univariate ARMA time series models
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    Granger causality
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    model identification
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    relationships
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    Identifiers

    DOI
    10.2307/2286410
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    zbMATH DE Number
    3658873
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