Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative
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Publication:2722253
DOI10.1111/1467-9892.00213zbMath0967.91068OpenAlexW2005791816MaRDI QIDQ2722253
Publication date: 11 July 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00213
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Brownian motion (60J65)
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