Unit root tests for time series with level shifts: a comparison of different proposals. (Q1605452): Difference between revisions

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Latest revision as of 11:56, 4 June 2024

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Unit root tests for time series with level shifts: a comparison of different proposals.
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    Unit root tests for time series with level shifts: a comparison of different proposals. (English)
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    15 July 2002
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    Univariate time series
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    Unit root
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    Structural shift
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    Autoregression
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