Comparisons of Tests for the Presence of Random Walk...

Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model

Nyblom, Jukka, Mäkeläinen, Timo
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Volume:
78
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1983.10477032
Date:
December, 1983
File:
PDF, 1.25 MB
english, 1983
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