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Unit root / Trend estimation / Time series / Autoregressive integrated moving average / JT / Errors and residuals in statistics / Statistics / Time series analysis / Random walk
Unit root
Trend estimation
Time series
Autoregressive integrated moving average
JT
Errors and residuals in statistics
Statistics
Time series analysis
Random walk

Misspeci…cation in Models for Trends and Cycles Davide Delle Monache and Andrew Harvey Cambridge University September 2010

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