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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