On the Dickey-Fuller test with white standard errors (Q451360)
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: On the Dickey-Fuller test with white standard errors |
scientific article; zbMATH DE number 6085444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Dickey-Fuller test with white standard errors |
scientific article; zbMATH DE number 6085444 |
Statements
On the Dickey-Fuller test with white standard errors (English)
0 references
23 September 2012
0 references
unit root
0 references
local-to-unity
0 references
heteroscedasticity
0 references
robustness
0 references
0 references