Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
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Publication:2227074
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Cites work
- scientific article; zbMATH DE number 1911811 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
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Cited in
(8)- Robust estimation for structural spurious regressions and a Hausman-type cointegration test
- Forecasting vector autoregressions with mixed roots in the vicinity of unity
- Spurious functional-coefficient regression models and robust inference with marginal integration
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS
- Robust inference with stochastic local unit root regressors in predictive regressions
- On spurious regressions with partial unit root processes
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
- Testing for explosive bubbles: a review
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