Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data |
scientific article; zbMATH DE number 6120853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data |
scientific article; zbMATH DE number 6120853 |
Statements
Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (English)
0 references
2 January 2013
0 references
conditional heteroskedasticity
0 references
DF test
0 references
unit-root test
0 references
FCLT
0 references
