An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677): Difference between revisions

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Latest revision as of 16:26, 5 June 2024

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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
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    An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (English)
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    9 June 2003
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    Instrumental variable estimation
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    One-sided test
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    Recursive mean adjustment
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