M-estimator based unit root tests in the ESTAR framework
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DOI: 10.1007/s00362-014-0628-0
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Cited by:
- Rickard Sandberg, 2017. "Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1000-1009, November.
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Keywords
M-estimator; LS-estimator; Unit root; ESTAR ; Innovation outlier; Additive outlier;All these keywords.
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