Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717)

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Higher order approximations for Wald statistics in time series regressions with integrated processes.
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    Higher order approximations for Wald statistics in time series regressions with integrated processes. (English)
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    2 April 2003
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    Bandwidth selection
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    Higher order approximation
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    Moment expansion
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    Spectral regression
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