Nelson and Plosser revisited evidence from fractional Arima models
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| Auteur principal: | |
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| Format: | Livre |
| Langue: | anglais |
| Publié: |
San Domenico (FI)
European University Institute
1998
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| Collection: | EUI Working paper ECO
No. 98/21 |
| Sujets: | |
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