"The spurious regression of AR(pp) infinite-variance sequence in the ..."

Hao Jin et al. (2013)

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DOI: 10.1016/J.CSDA.2013.04.011

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type: Journal Article

metadata version: 2020-02-18

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Hao Jin, Jinsuo Zhang, Si Zhang, Cong Yu:
The spurious regression of AR(pp) infinite-variance sequence in the presence of structural breaks. Comput. Stat. Data Anal. 67: 25-40 (2013)

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