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Publications by Melvin A. Hinich

Testing Time-Series Stationarity Against an Alternative Whose Mean Is Periodic

Macroeconomic Dynamics

English

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Periodic Pattern Analysis in Time Series Databases

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On the Non-Stationarity of Financial Time Series: Impact on Optimal Portfolio Selection

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Stationarity Testing of Accumulated Ethernet Traffic

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Bayesian Model Search for Nonstationary Periodic Time Series

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Nonparametric Pseudo-Lagrange Multiplier Stationarity Testing

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Testing Asymmetry in Financial Time Series

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