Boundary Limit Theory for Functional Local to Unity Regression (Q4577083)
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scientific article; zbMATH DE number 6901889
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English | 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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