SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT (Q2909253)
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| Language | Label | Description | Also known as |
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| English | SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT |
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SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT (English)
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30 August 2012
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exponentials of random walks with drift
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unit root process
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convergence in distribution
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simulations
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Dickey-Fuller test
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KPSS statistic
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