Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors
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Bibliographic InfoPaper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number 8921.
Length: 44P. pages
Date of creation: 1989
Date of revision:
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Regression Analysis ; Tests ; Correlation Analysis;
Other versions of this item:
- Dufour, J-M. & King, M.L., 1989. "Optimal Invariant Tests For The Autocorrelation Coefficient In Linear Regressions With Stationary And Nonstationary Ar(1) Errors," Cahiers de recherche 8921, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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- Serena Ng & Pierre Perron, 1997.
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- Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra.
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"Unit Root Tests With Wavelets,"
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