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

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M-estimator based unit root tests in the ESTAR framework
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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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