Unit root tests in time series. Volume 2. Extensions and developments
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Publication:482830
zbMath1341.62018MaRDI QIDQ482830
Publication date: 6 January 2015
Published in: Palgrave Texts in Econometrics (Search for Journal in Brave)
nonlinear time seriesstructural breakslong-memory time seriesDickey-Fuller teststarionarity of time series
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Non-Markovian processes: hypothesis testing (62M07)
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