Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. |
scientific article |
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Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (English)
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7 May 2003
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Recursive mean adjustment
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Unit root test
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Structural breaks
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Monte Carlo
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methods
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