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Testing for I(d) Against I(1) with Wald Tests: Some New Properties and an Extension to Processes with Trending Components ?
Conference Contributions
Overview
Overview
authors
MAYORAL SANTAMARIA, LAURA
GONZALO MUĂ‘OZ, JESUS
DOLADO LOBREGAD, JUAN JOSE
event place
MONTREAL
country
CANADA
participation category
PONENCIA
publication date
2008