Testing Models of Low-Frequency Variability (Q3535755): Difference between revisions
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Latest revision as of 12:43, 5 March 2024
scientific article
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English | Testing Models of Low-Frequency Variability |
scientific article |
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Testing Models of Low-Frequency Variability (English)
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14 November 2008
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long memory
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local-to-unity
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unit root test
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stationarity test
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business cycle frequency
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heteroskedasticity
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