Testing for a Unit Root in a Near‐Integrated Model with Skip‐Sampled Data

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|36|5|630-649

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.5, 2015-09, pp. : 630-649

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Abstract