M-estimation for Moderate Deviations From a Unit Root

Author: Kong Xin-Bing  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|3|476-485

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.3, 2015-02, pp. : 476-485

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Abstract