Testing for unit roots based on sample autocovariances (Q5081571)
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scientific article; zbMATH DE number 7543340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots based on sample autocovariances |
scientific article; zbMATH DE number 7543340 |
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Testing for unit roots based on sample autocovariances (English)
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17 June 2022
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autocovariance
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integrated process
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normal approximation
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power-one test
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sample-splitting
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