Understanding Unit Rooters: A Helicopter Tour (Q3989217)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding Unit Rooters: A Helicopter Tour |
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Understanding Unit Rooters: A Helicopter Tour (English)
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28 June 1992
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p-values
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nonstationary dynamic models
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autoregressive models
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unit roots
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likelihood principle
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asymptotic equivalence to Bayesian posterior tail probability
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