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Estimation theory / Estimator / Statistical inference / Unit root / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Econometrics
Date: 2004-11-29 08:12:02
Estimation theory
Estimator
Statistical inference
Unit root
Autoregressive conditional heteroskedasticity
Normal distribution
Statistics
Time series analysis
Econometrics

USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*

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