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Subsampling Intervals in Autoregressive Models with Linear Time Trend

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References

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1998On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots255 cited
1991Reconsidering ‘trends and random walks in macroeconomic time series’204 cited
1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown201 cited

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2007Testing for unit root processes in random coefficient autoregressive models20 cited

2004Subsampling vector autoregressive tests of linear constraints19 cited