Asymptotics for stationary very nearly unit root processes
Year of publication: |
Mar. 2007
|
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Other Persons: | Andrews, Donald W. K. (contributor) ; Guggenberger, Patrik (contributor) |
Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ. |
Subject: | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Theorie | Theory |
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