Testing for a unit root in the presence of moving average errors (Q3834913): Difference between revisions

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Revision as of 16:22, 5 February 2024

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Testing for a unit root in the presence of moving average errors
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    Testing for a unit root in the presence of moving average errors (English)
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    1989
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    testing for unit roots
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    time series
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    moving average innovations
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    instrumental variable estimator
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    random walk
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    shift in mean
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    linear time trend
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