The Fractional Unit Root Distribution (Q3349766)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fractional Unit Root Distribution |
scientific article |
Statements
The Fractional Unit Root Distribution (English)
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1990
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fractional differencing
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ordinary least squares (OLS) estimate
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fractional unit root distribution
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misspecification
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order of differencing
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Testing for unit roots
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functional limit theorems
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