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Testing for persistence change in fractionally integrated models: An application to world inflation rates - MaRDI portal

Testing for persistence change in fractionally integrated models: An application to world inflation rates

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Publication:135931

DOI10.1016/J.CSDA.2012.07.021MaRDI QIDQ135931

Luis F. Martins, Paulo M.M. Rodrigues

Publication date: August 2014

Published in: Computational Statistics & Data Analysis (Search for Journal in Brave)




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