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Figure 1. Upper left: Boxplots of estimated impact coefficients. All other: Mean (dashed) and quantiles (dotted) of estimated impulse
Table 1. Rejection frequencies of hypotheses about d1, d2, and b for the FIVARb1 process
Table 2. Rejection frequencies of hypotheses about d1, d2, and b for the IVAR1 process
Table 4. Tests of nonfractional hypotheses about d1 and d2
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