Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006)

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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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