Functional Central Limit Theorem approximations and the distribution of the Dickey#8211Fuller test with strongly heteroskedastic data
| Year of publication: |
2005
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| Authors: | Valkanov, Rossen |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 86.2005, 3, p. 427-434
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