Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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- scientific article; zbMATH DE number 7387619 (Why is no real title available?)
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- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
- Asymptotic properties of the estimators in mildly stable unit root process
- Long-run risk in stationary vector autoregressive models
- Smoothing local-to-moderate unit root theory
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
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