Unit root and stationarity tests' wedding (Q1589594)
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scientific article; zbMATH DE number 1542357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root and stationarity tests' wedding |
scientific article; zbMATH DE number 1542357 |
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Unit root and stationarity tests' wedding (English)
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12 December 2000
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unit root
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KPSS
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koint confirmation hypothesis
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Monte Carlo experiments
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