Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data
Year of publication: |
2005
|
---|---|
Authors: | Valkanov, Rossen |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 86.2005, 3, p. 427-433
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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