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  • Search: subject:"Excess volatility tests"
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Year of publication
Subject
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Excess volatility tests 1 integrated processes 1 misspecification 1 specification tests 1 spurious detrending 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Durlauf, Steven N. 1 Phillips, Peter C.B. 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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RePEc 1
Showing 1 - 1 of 1
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Trends Versus Random Walks in Time Series Analysis
Durlauf, Steven N.; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1986
stationarity. The asymptotic properties of regressions and excess volatility tests with detrended integrated time series are also …
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