Near-integration and deterministic trends (Q1370197)
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scientific article; zbMATH DE number 1078062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-integration and deterministic trends |
scientific article; zbMATH DE number 1078062 |
Statements
Near-integration and deterministic trends (English)
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18 May 2000
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unit roots
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near integration
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Brownian motion
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Ornstein-Uhlenbeck processes
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asymptotic theory
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time series
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