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When is a Time‐Series I(0)?*

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References

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1999THE NONSTATIONARY FRACTIONAL UNIT ROOT210 cited

2002Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes180 cited

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2011Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes17 cited
2011Co-summability from linear to non-linear co-integration13 cited