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subject:"Regressionsanalyse"
subject:"Statistical theory"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"National Bureau of Economic Research"
~person:"Pitarakis, Jean-Yves"
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Pitarakis, Jean-Yves
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National Bureau of Economic Research
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
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1996
Persistent link: https://www.econbiz.de/10000944147
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús
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1996
Persistent link: https://www.econbiz.de/10000944149
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