Local Asymptotic Distributions of Stationarity Tests (Q3411049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Asymptotic Distributions of Stationarity Tests |
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Local Asymptotic Distributions of Stationarity Tests (English)
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8 December 2006
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local asymptotic power
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I(0) process
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cumulative sum of residuals
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Sagan Bhargava Durbin Hausman test
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Lagrange multiplier test
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