The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (Q2784188)

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The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models
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    The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (English)
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    1 July 2002
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    fractional inegration
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    Monte Carlo simulations
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    moving average
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    Lagrange multiplier
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    tables
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