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- W1538432823 abstract "In this paper we present a test statistic, which will be used to test for significant differences between generating processes of two time series that may be logically connected. The test statistic is based on the differences between estimated parameters of the autoregressive models which are fitted to the series." @default.
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- W1538432823 date "1996-09-01" @default.
- W1538432823 modified "2023-09-22" @default.
- W1538432823 title "A Test of Compare Two Related Stationary Time Series" @default.
- W1538432823 doi "https://doi.org/10.22004/ag.econ.267912" @default.
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