A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515)
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English | A unit root test against globally stationary ESTAR models when local condition is non-stationary |
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A unit root test against globally stationary ESTAR models when local condition is non-stationary (English)
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29 August 2018
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unit root
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Wald-type test
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ESTAR models
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Monte Carlo simulation
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