Testing structural breaks versus long memory with the Box–Pierce statistics: a Monte Carlo study
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Bibliographic InfoArticle provided by Springer in its journal Statistical Methods and Applications.
Volume (Year): 18 (2009)
Issue (Month): 4 (November)
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Web page: http://link.springer.de/link/service/journals/10260/index.htm
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Cahiers de recherche
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University of California at San Diego, Economics Working Paper Series
qt99v0s0zx, Department of Economics, UC San Diego.
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Hannover Economic Papers (HEP)
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