Testing for unit roots based on sample autocovariances (Q5081571)

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scientific article; zbMATH DE number 7543340
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    Testing for unit roots based on sample autocovariances
    scientific article; zbMATH DE number 7543340

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      Testing for unit roots based on sample autocovariances (English)
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      17 June 2022
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      autocovariance
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      integrated process
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      normal approximation
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      power-one test
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      sample-splitting
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