Robust inference in nonstationary time series models (Q527996)

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scientific article; zbMATH DE number 6714731
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Robust inference in nonstationary time series models
scientific article; zbMATH DE number 6714731

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    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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