On the Dickey-Fuller test with white standard errors (Q451360): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
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@@ Property / zbMATH DE Number @@
+6085444
@@ Property / zbMATH DE Number: 6085444 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unit root
@@ Property / zbMATH Keywords: unit root / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local-to-unity
@@ Property / zbMATH Keywords: local-to-unity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heteroscedasticity
@@ Property / zbMATH Keywords: heteroscedasticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00362-007-0112-1
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+W2079136916
@@ Property / OpenAlex ID: W2079136916 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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@@ Property / cites work @@
+Unit Root Tests under Time-Varying Variances
@@ Property / cites work: Unit Root Tests under Time-Varying Variances / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Heteroscedasticity in non-stationary time series, some Monte Carlo evidence
+Normal rank
@@ Property / cites work @@
+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of recursive trend-adjusted unit root tests
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Distribution theory for unit root tests with conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+recursive Mean Adjustment for Unit Root Tests
@@ Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive mean adjustment and tests for nonstationarities
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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@@ links / mardi / name / links / mardi / name @@
+Publication:451360