Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744)

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Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio
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    Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (English)
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    26 June 2000
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    autoregressive model
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    unit root
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