Cita APA (7a ed.)

Buzzi, S. M., & Ojeda, S. M. (2022). Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application.

Cita Chicago Style (17a ed.)

Buzzi, Sergio Martín, y Silvia María Ojeda. Testing for Unit Roots and Granger Non-causality in Time Series with Multiple Structural Breaks. An International Stock Markets Application. 2022.

Cita MLA (8a ed.)

Buzzi, Sergio Martín, y Silvia María Ojeda. Testing for Unit Roots and Granger Non-causality in Time Series with Multiple Structural Breaks. An International Stock Markets Application. 2022.