An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. |
scientific article |
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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (English)
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9 June 2003
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Instrumental variable estimation
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One-sided test
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Recursive mean adjustment
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