Robust inference in nonstationary time series models (Q527996)
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scientific article; zbMATH DE number 6714731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference in nonstationary time series models |
scientific article; zbMATH DE number 6714731 |
Statements
Robust inference in nonstationary time series models (English)
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12 May 2017
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cointegration
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\(M\)-estimation
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robust inference
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structural change
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unit root
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