Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (Q2759339)
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English | Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors |
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Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (English)
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12 December 2001
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autoregressive approximations
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sieve bootstrap procedure
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asymptotically valid tests
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