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Chapter 14 - Statistical Properties of Nonstationary Processes

Published online by Cambridge University Press:  30 January 2010

Christian Gourieroux  and
Alain Monfort
Translated by
Giampiero Gallo
Christian Gourieroux
Affiliation:
CREST-INSEE, Paris
Alain Monfort
Affiliation:
CREST-INSEE, Paris
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Time Series and Dynamic Models , pp. 526 - 572
Publisher: Cambridge University Press
Print publication year: 1996

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