Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006)
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English | Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process |
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Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (English)
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9 June 2009
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random coefficient autoregressive model
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stability
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constancy
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