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Testing for unit roots based on sample autocovariances (2022)

First Author: Chang J

Attributed to: Statistical Network Analysis: Model Selection, Differential Privacy, and Dynamic Structures funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/biomet/asab034

Publication URI: http://dx.doi.org/10.1093/biomet/asab034

Type: Journal Article/Review

Parent Publication: Biometrika

Issue: 2