Pages that link to "Item:Q1400136"
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The following pages link to Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136):
Displaying 15 items.
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (Q1288939) (← links)
- Time series with unit roots and infinite-variance disturbances (Q1808615) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- (Q3057785) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- Inference in Linear Time Series Models with some Unit Roots (Q3212160) (← links)
- COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” (Q5199500) (← links)
- Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations (Q5252809) (← links)
