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- W2070290039 abstract "We extend our 1985 test of restrictions on Layson and Seaks' (1984) Box-Cox difference transformation to models with autoregressive terms and moving average errors. The tests are based on the Lagrange Multiplier principle. Several empirical examples are given." @default.
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- W2070290039 date "1987-11-01" @default.
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- W2070290039 title "A Test of the First Difference Transformation in Time Series Models" @default.
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- W2070290039 doi "https://doi.org/10.2307/1935970" @default.
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