Nonstationarity and structural breaks in economic times series a symptiotic theory and Monte Carlo simulations

Nonstationarity and structural breaks in economic times series a symptiotic theory and Monte Carlo simulations

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Bibliographic Details
Main Author: Noriega-Muro, Antonio E
Format: Book
Published: Aldershot Ashgate Pub. Co. 1993
Subjects:
Time-series analysis
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:256 p. ill. 22 cm
ISBN:1856285804

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