On the Dickey-Fuller test with white standard errors (Q451360): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62E20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F03 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
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 | |||
Normal rank |
Revision as of 11:27, 30 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Dickey-Fuller test with white standard errors |
scientific article |
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