Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058)
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English | Multivariate trend function testing with mixed stationary and integrated disturbances |
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Multivariate trend function testing with mixed stationary and integrated disturbances (English)
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20 April 2016
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deterministic trends
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efficient estimation
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fixed-\(b\) asymptotics
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HAC standard error
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multivariate time series
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nearly integrated processes
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seemingly unrelated regression (SUR)
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