Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136)
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scientific article; zbMATH DE number 1963566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference in time series regressions with a unit root and infinite variance errors |
scientific article; zbMATH DE number 1963566 |
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Asymptotic inference in time series regressions with a unit root and infinite variance errors (English)
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13 August 2003
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infinite variance
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unit root tests
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time series regressions with a unit root
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stable processes
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local-to-finite variance
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