On the Dickey-Fuller test with white standard errors (Q451360)
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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 |
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On the Dickey-Fuller test with white standard errors (English)
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23 September 2012
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unit root
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local-to-unity
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heteroscedasticity
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robustness
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