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Testing the null hypothesis of stationarity against the alternative of a unit root | NobleBlocks
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Testing the null hypothesis of stationarity against the alternative of a unit root
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Testing the null hypothesis of stationarity against the alternative of a unit root
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NobleBlocks
on Oct 1, 1992 • 12:00 AM UTC
Authors:
Denis Kwiatkowski
,
Peter C.B. Phillips
,
Peter Schmidt
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Mathematics
Null hypothesis
Unit root
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