Testing the unit root hypothesis using generalized range statistics (Q2772841)

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Testing the unit root hypothesis using generalized range statistics
scientific article

    Statements

    title
    Testing the unit root hypothesis using generalized range statistics (English)
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    author
    Giuseppe Cavaliere
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    publication date
    19 February 2002
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    zbMATH Keywords
    unit root tests
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    long memory
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    rescaled range statistics
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    Identifiers

    zbMATH DE Number
    1708309
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