Joint application of the Dickey-Fuller and KPSS tests (Q1274775)
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scientific article; zbMATH DE number 1238603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint application of the Dickey-Fuller and KPSS tests |
scientific article; zbMATH DE number 1238603 |
Statements
Joint application of the Dickey-Fuller and KPSS tests (English)
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12 January 1999
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unit roots
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nonstationarity
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joint hypotheses testing
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