How to estimate autoregressive roots near unity (Q2716435)

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scientific article; zbMATH DE number 1598996
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English
How to estimate autoregressive roots near unity
scientific article; zbMATH DE number 1598996

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    1 November 2001
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    consistency
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    near integration
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    time series
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    unit root tests
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    How to estimate autoregressive roots near unity (English)
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