New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136)
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scientific article; zbMATH DE number 1395096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New tests for unit roots in autoregressive processes with possibly infinite variance errors |
scientific article; zbMATH DE number 1395096 |
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New tests for unit roots in autoregressive processes with possibly infinite variance errors (English)
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30 January 2000
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infinite variance error
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M-estimation
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unit root test
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