M-estimator based unit root tests in the ESTAR framework (Q894867)

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scientific article; zbMATH DE number 6513286
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    M-estimator based unit root tests in the ESTAR framework
    scientific article; zbMATH DE number 6513286

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      M-estimator based unit root tests in the ESTAR framework (English)
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      24 November 2015
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      M-estimator
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      LS-estimator
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      unit root
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      ESTAR
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      innovation outlier
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      additive outlier
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