Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic confidence intervals for impulse responses of near‐integrated processes |
scientific article |
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Asymptotic confidence intervals for impulse responses of near‐integrated processes (English)
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4 July 2005
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local-to-unity asymptotics
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likelihood ratio test
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non-linear restrictions
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