Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data |
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Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (English)
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2 January 2013
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conditional heteroskedasticity
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DF test
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unit-root test
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FCLT
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