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Strict Stationarity Testing and
GLAD
Estimation
of Double Autoregressive Models
Guo, Shaojun
;
Li, Dong
;
Li, Muyi
-
2018
estimation, which in turn are used in a t-type test. We also propose a
GLAD
estimation
for parameters of interest, relaxing key …
Persistent link: https://www.econbiz.de/10012433198
Saved in:
2
Strict stationarity testing and
GLAD
estimation
of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
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