Boundary Limit Theory for Functional Local to Unity Regression (Q4577083)

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scientific article; zbMATH DE number 6901889
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Boundary Limit Theory for Functional Local to Unity Regression
scientific article; zbMATH DE number 6901889

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    Boundary Limit Theory for Functional Local to Unity Regression (English)
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    11 July 2018
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    boundary asymptotics
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    functional local unit root
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    local to unity
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    sequential limits
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    simultaneous limits
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    unit root model
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