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Volumn 69, Issue 1, 2001, Pages 211-219

The asymptotic distribution of unit root tests of unstable autoregressive processes

(1)  Nielsen, Bent a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0042782914     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00184     Document Type: Article
Times cited : (16)

References (19)
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  • 3
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  • 5
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  • 6
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    • Testing for Unit Roots: 1
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  • 9
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    • Testing for Unit Roots in Seasonal Time Series
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  • 11
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    • Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems
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  • 12
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  • 13
    • 0032519189 scopus 로고    scopus 로고
    • On Limiting Distributions in Explosive Autoregressive Processes
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  • 15
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  • 18
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