Testing for Stationarity in the Components Representation of a Time Series

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Forecasting Techniques and Applications Market Dynamics and Volatility Complex Systems and Time Series Analysis

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Published in: Econometric Theory

Volume 8, Issue 4, pp. 586-591

DOI: 10.1017/s0266466600013311

Field-Weighted Citation Impact: 0.56

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Testing for Stationarity in the Components Representation of a Time Series

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