Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006)
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scientific article; zbMATH DE number 5563263
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| English | Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process |
scientific article; zbMATH DE number 5563263 |
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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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0.818997859954834
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0.8111183047294617
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0.8082996010780334
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0.8010030388832092
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0.7962625026702881
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