On the Dickey–Fuller test with White standard errors
| Year of publication: |
2010
|
|---|---|
| Authors: | Demetrescu, Matei |
| Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 1, p. 11-25
|
| Publisher: |
Springer |
| Subject: | Unit root | Local-to-unity | Heteroscedasticity | Robustness |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008467061