Inference for Autocorrelations in the Possible Presence of a Unit Root (Q4828180)

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scientific article; zbMATH DE number 2118742
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Inference for Autocorrelations in the Possible Presence of a Unit Root
scientific article; zbMATH DE number 2118742

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    Inference for Autocorrelations in the Possible Presence of a Unit Root (English)
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    24 November 2004
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    autocorrelations
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    unit roots
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    confidence band
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    integrated series
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    subsampling
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