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Markets, Journal of Finance, 46:5, 18391877. _______ and B. LeBaron (1988), Finite Sample Properties of the BDS
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Newey, W. and K. West (1987), A Simple, Positive Semidefinite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, 55, 703708. 18
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Phillips, P. C. B. (1987), Time Series Regression with a Unit Root, Econometrica, 55, 277301. _______ and P. Perron (1988), Testing for a Unit Root in Time Series
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Stone, C. J. (1977), Consistent nonparametric regression, Annals of Statistics, 5, 595645. 19
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