A Nonparametric Test for I(0) (Q4219773)
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scientific article; zbMATH DE number 1221013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonparametric Test for I(0) |
scientific article; zbMATH DE number 1221013 |
Statements
A Nonparametric Test for I(0) (English)
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19 April 1999
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autocorrelation-consistent variance estimation
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Monte Carlo analysis
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