Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473): Difference between revisions

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Mirror image distributions and the Dickey-Fuller regression with a maintained trend
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    Mirror image distributions and the Dickey-Fuller regression with a maintained trend (English)
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    15 July 1996
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    unit roots
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    deterministic trends
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    Dickey-Fuller test
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    tables
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    random walk
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    \(t\)-test
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    AR-root
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    trend \(t\)-statistic
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