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

C-Tier
Journal: Economics Letters
Year: 2005
Volume: 86
Issue: 3
Pages: 427-433

Authors (1)

Valkanov, Rossen (University of California-San D...)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:86:y:2005:i:3:p:427-433
Journal Field
General
Author Count
1
Added to Database
2026-01-29