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1
Unit Root Tests in Time Series: Extensions and Developments
Palgrave Macmillan UK
Kerry Patterson (auth.)
tests
εt
models
values
regime
λb
φ1
λj
function
estimator
μ2
estimation
regression
statistic
γ1
alternative
sample
asymptotic
first
β1
β2
standard
trend
volume
statistics
critical
figure
variance
random
μ1
stationary
threshold
σε2
linear
estimated
coefficients
bias
consider
τ̃γ
zero
fractional
testing
transition
nonlinear
structural
cases
parameter
α1
breaks
generated
Year:
2012
Language:
english
File:
PDF, 3.73 MB
Your tags:
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english, 2012
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