Pages that link to "Item:Q1927774"

The following pages link to Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774):

Displaying 5 items.

• A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
• Unit root testing (Q862778) (← links)
• Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
• On the Oversized Problem of Dickey–Fuller-Type Tests with GARCH Errors (Q3102885) (← links)