Testing for Unit Roots: 2 (Q3702271): Difference between revisions

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Revision as of 12:23, 5 March 2024

scientific article
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Testing for Unit Roots: 2
scientific article

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    Testing for Unit Roots: 2 (English)
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    1984
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    testing for unit roots
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    first order autoregressive process
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    tables
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    ordinary least squares
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    least squares estimator
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    exact powers
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    random- walk hypothesis
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    stability hypothesis
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    standard normal approximation
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