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A note on mean squared prediction error under the unit root model with deterministic trend - MaRDI portal

A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888)

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A note on mean squared prediction error under the unit root model with deterministic trend
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    A note on mean squared prediction error under the unit root model with deterministic trend (English)
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    20 November 2014
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    deterministic time trend
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    Fischer information matrix
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    mean squared prediction error
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    unit root
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