Exact tests in single equation autoregressive distributed lag models (Q1371376)

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scientific article; zbMATH DE number 1080775
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Exact tests in single equation autoregressive distributed lag models
scientific article; zbMATH DE number 1080775

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    Exact tests in single equation autoregressive distributed lag models (English)
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    28 October 1997
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    ARX model
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    Monte Carlo test
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    order of dynamics
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    structural change
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    unit root
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    dynamic regression
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    exact inference
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