On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic distribution of the Dickey Fuller-GLS test statistic |
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On the asymptotic distribution of the Dickey Fuller-GLS test statistic (English)
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22 December 2014
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unit root test
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GLS detrending
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asymptotic distribution
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asymptotic local power
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method of proof
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