Robust testing for explosive behavior with strongly dependent errors (Q6193068)
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scientific article; zbMATH DE number 7803965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust testing for explosive behavior with strongly dependent errors |
scientific article; zbMATH DE number 7803965 |
Statements
Robust testing for explosive behavior with strongly dependent errors (English)
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13 February 2024
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HAR test
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long memory
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explosiveness
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unit root test
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S\&P 500
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