Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390)
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English | Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data |
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Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (English)
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12 October 2015
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unit root
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skip sampling
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GLS detrending
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near-integrated model
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ARMA model
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