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Publisher: Wiley-Blackwell

Volume 18, Number 4, July 1997

Goodness-of-fit tests for autoregressive processes
pp. 321-339(19)
Author: Anderson, T. W.

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Spurious regressions between I(1) processes with long memory errors
pp. 341-354(14)
Authors: Cappuccio, Nunzio; Lubian, Diego

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The zero-crossing rate of pth-order autoregressive processes
pp. 355-374(20)
Authors: Cheng, Ximing; Wu, Yougui; Du, Jinguan; Liu, Huowang

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A note on L1 density estimation for linear processes
pp. 375-383(9)
Author: Datta, Somnath

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A Parametric approach to testing the null of cointegration
pp. 395-413(19)
Authors: McCabe, B. P. M.; Leybourne, S. J.; Shin, Y.

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On backward periodic autoregressive processes
pp. 415-427(13)
Authors: Sakai, Hideaki; Ohno, Shyuichi

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Multivariate modelling of the autoregressive random variance process
pp. 429-446(18)
Authors: So, Mike K. P.; Li, W. K.; Lam, K.

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