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van Giersbergen, N. P. A. (2002). Subsampling intervals in (un)stable autoregressive models with stationary covariates. (UvA Econometrics Discussion Paper; No. 2002/07). Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/38DDD63183ABA203C1256CF400237733/$file/0207.pdf
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