Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance |
scientific article |
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Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (English)
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15 July 2016
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asymptotic distribution
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unit root test
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bootstrapping
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normal law
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