A momentum-threshold autoregressive unit root test with increased power (Q1827547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A momentum-threshold autoregressive unit root test with increased power |
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A momentum-threshold autoregressive unit root test with increased power (English)
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6 August 2004
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Unit root tests
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Local-to-unity detrending
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Momentum-threshold autoregression
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