A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle
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Keywords
; ; ;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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This paper has been announced in the following NEP Reports:- NEP-ECM-2025-07-28 (Econometrics)
- NEP-ETS-2025-07-28 (Econometric Time Series)
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