Asymptotic theory for a stochastic unit root model (Q5079874)
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scientific article; zbMATH DE number 7533616
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| English | Asymptotic theory for a stochastic unit root model |
scientific article; zbMATH DE number 7533616 |
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Asymptotic theory for a stochastic unit root model (English)
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30 May 2022
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asymptotic distribution
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nonlinear least squares estimator
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non-stationary
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stochastic unit root
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