Nelson, Charles R. (contributor); Zivot, Eric (contributor); … - 2001 - [Elektronische Ressource]
heteroskedasticiy of
t
ε :
1 ,0,)|(
2
=== jjSeVar
jtt ε
σ (10)
A result from the theory of Markov processes tells us that )1 … Tests for a
Unit Root: Theory and International Evidence,” Journal of Business and Economic Statistics,
10, 271 …