ON THE ROBUSTNESS OF HYPOTHESIS TESTING BASED ON FULLY MODIFIED VECTOR AUTOREGRESSION WHEN SOME ROOTS ARE ALMOST ONE

DOI10.1017/S0266466604202043zbMath1072.62072MaRDI QIDQ5697609

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Publication date: 18 October 2005

Published in: (Search for Journal in Brave)

Mathematics Subject Classification ID

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