Testing the unit root hypothesis using generalized range statistics (Q2772841): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the unit root hypothesis using generalized range statistics |
scientific article |
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Testing the unit root hypothesis using generalized range statistics (English)
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19 February 2002
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unit root tests
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long memory
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rescaled range statistics
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