Unit Root Tests Based on Instrumental Variables Estimation (Q4301663)
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scientific article; zbMATH DE number 617111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Root Tests Based on Instrumental Variables Estimation |
scientific article; zbMATH DE number 617111 |
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Unit Root Tests Based on Instrumental Variables Estimation (English)
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14 August 1994
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tables
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new tests of the unit root hypothesis
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instrumental variables estimation
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moving average errors
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finite samples
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stationary alternatives
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