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"Spurious regression between long memory series due to mis-specified ..."

Hao Jin, Si Zhang (2018)

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DOI: 10.1080/03610918.2017.1288248

access: closed

type: Journal Article

metadata version: 2020-05-10

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Hao Jin, Si Zhang:
Spurious regression between long memory series due to mis-specified structural breaks. Commun. Stat. Simul. Comput. 47(3): 692-711 (2018)

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