Covariate unit root tests with good size and power (Q1927093)
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scientific article; zbMATH DE number 6119739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariate unit root tests with good size and power |
scientific article; zbMATH DE number 6119739 |
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Covariate unit root tests with good size and power (English)
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30 December 2012
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unit root test
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truncation lag
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information criteria
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vector autoregression
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