Tests for cointegration with infinite variance errors
type: Item
instance of: scholarly article
title: Tests for cointegration with infinite variance errors
zbMATH Open document ID: 1041.62515
DOI: 10.1016/S0304-4076(97)00112-7
author: Mehmet Caner
published in: Journal of Econometrics
publication date: 1998-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1326123
zbMATH Keywords: symmetric stable process
zbMATH Keywords: Size distortion
zbMATH Keywords: Quadratic variation
MaRDI profile type: Publication
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Wikidata QID: Q127775827
description: scientific article; zbMATH DE number 1326123