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Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends |
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| Authors: | AHN SUNG. K. |
| Affiliation: | Department of Management and Systems, Washington State University Pullman, Washington 99164–4726, U.S.A. |
| Abstract: | |
| Keywords: | ARIMA model Brownian bridge Deterministic trend Lagrange multiplier test Stochastic trend Unit root |
| 本文献已被 Oxford 等数据库收录！ | |