Likelihood Ratio Tests for Seasonal Unit Roots (Q2703247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Ratio Tests for Seasonal Unit Roots |
scientific article |
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Likelihood Ratio Tests for Seasonal Unit Roots (English)
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1 March 2001
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autoregression
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auxiliary test regression
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Brownian motion
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differential seasonal drift
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similar tests
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