ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (Q4354737): Difference between revisions
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Property / cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? / rank | |||
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Property / cites work: Testing for a unit root in time series regression / rank | |||
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Property / cites work: Estimation of a non-invertible moving average process: the case of overdifferencing / rank | |||
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Property / cites work: Hypothesis Testing in ARIMA(p, 1, q) Models / rank | |||
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Property / cites work: Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models / rank | |||
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Latest revision as of 18:52, 27 May 2024
scientific article; zbMATH DE number 1062030
Language | Label | Description | Also known as |
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English | ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES |
scientific article; zbMATH DE number 1062030 |
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ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (English)
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26 January 1999
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time series
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ARMA
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ARIMA
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unit root test
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