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Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
2014Fractional integration and cointegration in US financial time series dataCaporale, GM; Gil-Alana, LA
2015Modelling African inflation rates: nonlinear deterministic terms and long-range dependenceCaporale, GM; Carcel, H; Gil-Alana, LA
2013A simple panel-CADF test for unit rootsCostantini, M; Lupi, C