Tests of integration in circular autoregressive models
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DOI: 10.1007/BF03178937
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- Hansen, Bruce E., 1992. "Convergence to Stochastic Integrals for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 8(4), pages 489-500, December.
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Keywords
Spatial autoregressive processes; Integration; cointegration; circular matrices;All these keywords.
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