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About:
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
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Description
Clánek se zabývá asymptotickým rozdělením testu jednotkového kořene v heteroskedastickém modelu.
(cs)
We study asymptotic distribution of a unit root test in a heteroskedastic model.
We study asymptotic distribution of a unit root test in a heteroskedastic model.
(en)
Title
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
(en)
O rozložení Dickey-Fullerova testu v heteroskedastickém modelu
(cs)
skos:prefLabel
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
(en)
O rozložení Dickey-Fullerova testu v heteroskedastickém modelu
(cs)
skos:notation
RIV/49777513:23510/05:00000004!RIV07-GA0-23510___
http://linked.open.../vavai/riv/strany
53
http://linked.open...avai/riv/aktivita
P
http://linked.open...avai/riv/aktivity
P(GA402/05/2394)
http://linked.open...iv/cisloPeriodika
0
http://linked.open...vai/riv/dodaniDat
2007
http://linked.open...aciTvurceVysledku
Kuchynka, Alexandr
http://linked.open.../riv/druhVysledku
J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju
S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele
Západočeská univerzita v Plzni / Fakulta ekonomická
http://linked.open...dnocenehoVysledku
510999
http://linked.open...ai/riv/idVysledku
RIV/49777513:23510/05:00000004
http://linked.open...riv/jazykVysledku
eng - angličtina
http://linked.open.../riv/klicovaSlova
unit root test; heteroskedasticity
(en)
http://linked.open.../riv/klicoveSlovo
heteroskedasticity
unit root test
http://linked.open...odStatuVydavatele
CA - Kanada
http://linked.open...ontrolniKodProRIV
[0FF78FCB7D60]
http://linked.open...i/riv/nazevZdroje
IIAS - Transactions on System Research and Cybernetics
http://linked.open...in/vavai/riv/obor
BB
http://linked.open...ichTvurcuVysledku
1
(
xsd:int
)
http://linked.open...cetTvurcuVysledku
1
(
xsd:int
)
http://linked.open...vavai/riv/projekt
Threshold autoregressive models and their applications in economics
http://linked.open...UplatneniVysledku
2005
http://linked.open...v/svazekPeriodika
5
http://linked.open...iv/tvurceVysledku
Kuchynka, Alexandr
issn
1609-8625
number of pages
4
(
xsd:int
)
http://localhost/t...ganizacniJednotka
23510
is
http://linked.open...avai/riv/vysledek
of
A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model
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