Abstract
12.1 As the theory of testing the significance of autocorrelation coefficients was being developed (see §§9.1–9.7), so the related theory of testing the significance of the correlation between two time series was being investigated in tandem.
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© 2011 Terence C. Mills
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Mills, T.C. (2011). Modelling Dynamic Relationships Between Time Series. In: The Foundations of Modern Time Series Analysis. Palgrave Advanced Texts in Econometrics series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230305021_12
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DOI: https://doi.org/10.1057/9780230305021_12
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-33135-2
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