New tests for unit roots in autoregressive processes with possibly infinite variance errors
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Publication:1962136
DOI10.1016/S0167-7152(99)00031-0zbMath0947.62057MaRDI QIDQ1962136
Publication date: 30 January 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Related Items (4)
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises ⋮ A robust sign test for panel unit roots under cross sectional dependence ⋮ An invariant sign test for random walks based on recursive median adjustment ⋮ An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
Cites Work
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