Properties of recursive trend-adjusted unit root tests (Q1929125)

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Properties of recursive trend-adjusted unit root tests
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    title
    Properties of recursive trend-adjusted unit root tests (English)
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    publication date
    7 January 2013
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    Mathematics Subject Classification ID
    91B82
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    91B84
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    62M10
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    zbMATH DE Number
    6122365
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    zbMATH Keywords
    recursive trend adjustment
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    unit root tests
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    invariance
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