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Local asymptotic distribution related to the AR(1) model with dependent errors

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References

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1994Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend26 cited

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2002PPP May not Hold Afterall: A Further Investigation23 cited

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2002On the Robustness of Unit Root Tests in the Presence of Double Unit Roots16 cited