JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS |
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JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (English)
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27 September 1992
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Dickey-Fuller test
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random walk
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drift
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moving average process
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instrumental variable estimators
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