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CUSUM of Squares-Based Tests for a Change in Persistence - MaRDI portal

CUSUM of Squares-Based Tests for a Change in Persistence

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Publication:135928

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DOI10.1111/J.1467-9892.2006.00517.XMaRDI QIDQ135928

Tae-Hwan Kim, Robert Taylor, Stephen J. Leybourne

Publication date: May 2007

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

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