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Spurious Granger causalities in integrated autoregressive moving average processes - MaRDI portal

Spurious Granger causalities in integrated autoregressive moving average processes

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Publication:2862627

zbMATH Open1283.62184MaRDI QIDQ2862627

Author name not available (Why is that?)

Publication date: 18 November 2013

Published in: (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/7727.htm



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