Exact tests in single equation autoregressive distributed lag models (Q1371376): Difference between revisions
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Revision as of 08:21, 30 July 2024
scientific article
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English | Exact tests in single equation autoregressive distributed lag models |
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Exact tests in single equation autoregressive distributed lag models (English)
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28 October 1997
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ARX model
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Monte Carlo test
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order of dynamics
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structural change
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unit root
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dynamic regression
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exact inference
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