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Testing Dependence Among Serially Correlated Multicategory Variables

M Pesaran () and Allan Timmermann ()

Journal of the American Statistical Association, 2009, vol. 104, issue 485, 325-337

Date: 2009
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Working Paper: Testing Dependence Among Serially Correlated Multi-category Variables (2006) Downloads
Working Paper: Testing Dependence among Serially Correlated Multi-category Variables (2006) Downloads
Working Paper: Testing Dependence among Serially Correlated Multi-Category Variables (2006) Downloads
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