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~isPartOf:"Discussion Papers / Department of Economics and Related Studies, University of York"
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Specification Testing in Nonstationary Time Series Models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
Department of Economics and Related Studies, University …
-
2014
values of the test statistic and establish a novel result of
Edgeworth
expansion
which is used to justify the use of such an …
Persistent link: https://www.econbiz.de/10010932928
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