A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F05%3A00000004" target="_blank" >RIV/49777513:23510/05:00000004 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
Original language description
We study asymptotic distribution of a unit root test in a heteroskedastic model.
Czech name
O rozložení Dickey-Fullerova testu v heteroskedastickém modelu
Czech description
Clánek se zabývá asymptotickým rozdělením testu jednotkového kořene v heteroskedastickém modelu.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F05%2F2394" target="_blank" >GA402/05/2394: Threshold autoregressive models and their applications in economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
IIAS - Transactions on System Research and Cybernetics
ISSN
1609-8625
e-ISSN
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Volume of the periodical
5
Issue of the periodical within the volume
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Country of publishing house
CA - CANADA
Number of pages
4
Pages from-to
53
UT code for WoS article
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EID of the result in the Scopus database
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