Testing for Unit Roots: 2 (Q3702271)

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scientific article; zbMATH DE number 3928083
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    Testing for Unit Roots: 2
    scientific article; zbMATH DE number 3928083

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      Testing for Unit Roots: 2 (English)
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      1984
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      testing for unit roots
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      first order autoregressive process
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      tables
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      ordinary least squares
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      least squares estimator
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      exact powers
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      random- walk hypothesis
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      stability hypothesis
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      standard normal approximation
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