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Journal of Business & Economic Statistics Volume 11, 1993 - Issue 4
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Clive W.J. Granger Department of Economics, University of California, San Diego, La Jolla, California, 92093
Pages 384-385 | Published online: 02 Jul 2012

ADDITIONAL REFERENCE

  • Peña , D. and Box , G. E. P. 1987 . Identifying a Simplifying Structure in TIme Series . Journal of the American Statistical Association , 82 : 836 – 839 .

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