Pages that link to "Item:Q2405940"
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The following pages link to A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940):
Displaying 4 items.
- Unit roots test: spatial model with long memory errors (Q1644197) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)