Some results on testing for stationarity using data detrended in differences (Q1311238)
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English | Some results on testing for stationarity using data detrended in differences |
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Some results on testing for stationarity using data detrended in differences (English)
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13 January 1994
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unit root tests
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inconsistency
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time series
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deterministic trend
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null hypothesis of stationarity
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data detrended in levels
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data detrended in differences
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