Testing a Unit Root Based on Aggregate Time Series (Q5457983)
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scientific article; zbMATH DE number 5261942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a Unit Root Based on Aggregate Time Series |
scientific article; zbMATH DE number 5261942 |
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Testing a Unit Root Based on Aggregate Time Series (English)
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10 April 2008
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aggregate time series
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Dickey-Fuller tests
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random walk model
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right-shifted distribution
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significance level
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unit root
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