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← The sample autocorrelation function of \(I(1)\) processes (Q1324971)

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The following pages link to The sample autocorrelation function of \(I(1)\) processes (Q1324971):

Displaying 2 items.

Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)

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