Functional Central Limit Theorem approximations and the distribution of the Dickey–Fuller test with strongly heteroskedastic data

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• Book ID: 116421001
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 178 KB
• Volume: 86
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2004.09.008