Subsampling the Johansen test with stable innovations (Q2810412)
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scientific article; zbMATH DE number 6588398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling the Johansen test with stable innovations |
scientific article; zbMATH DE number 6588398 |
Statements
1 June 2016
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cointegration
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infinite variance
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stable distribution
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thick tails
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Subsampling the Johansen test with stable innovations (English)
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