Pages that link to "Item:Q1962136"
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The following pages link to New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136):
Displaying 13 items.
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- Time series with unit roots and infinite-variance disturbances (Q1808615) (← links)
- An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- (Q3057785) (← links)
- Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
