Testing for a unit root nonstationarity in multivariate autoregressive time series (Q1121626)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root nonstationarity in multivariate autoregressive time series |
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Testing for a unit root nonstationarity in multivariate autoregressive time series (English)
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1989
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nonstationarity
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characteristic equation
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multiple autoregressive time series
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ordinary least squares
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largest estimated eigenvalue
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unit root hypothesis
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critical values
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