Recursive mean adjustment and tests for nonstationarities (Q5958451): Difference between revisions
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Property / cites work: Threshold Autoregression with a Unit Root / rank | |||
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Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
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Latest revision as of 22:24, 3 June 2024
scientific article; zbMATH DE number 1715452
Language | Label | Description | Also known as |
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English | Recursive mean adjustment and tests for nonstationarities |
scientific article; zbMATH DE number 1715452 |
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Recursive mean adjustment and tests for nonstationarities (English)
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3 March 2002
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asymmetry
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cointegration
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double unit roots
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unit root
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nonlinear time series
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