Integration Versus Trend Stationary in Time Series (Q4006272)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration Versus Trend Stationary in Time Series |
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Integration Versus Trend Stationary in Time Series (English)
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26 September 1992
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time series
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macroeconomic time series
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linear trend
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i.i.d. normal innovations
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trend-stationarity tests
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finite sample powers
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integration tests
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first-order autoregressive process
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