Multivariate tests of fractionally integrated hypotheses.

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Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2003

Publisher:

South African Statistical Association

ISSN:

0038-271x

Citation:

Gil Alana, Luis A. Multivariate tests of fractionally integrated hypotheses. South African Statistical Journal, 2003, vol. 37(1): pp. 1-28.

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