Asymptotic inference in time series regressions with a unit root and infinite variance errors
type: Item
instance of: scholarly article
title: Asymptotic inference in time series regressions with a unit root and infinite variance errors
zbMATH Open document ID: 1020.62076
DOI: 10.1016/S0378-3758(02)00236-7
author: Francesca Callegari
author: Nunzio Cappuccio
author: Diego Lubian
published in: Journal of Statistical Planning and Inference
publication date: 2003-08-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1963566
zbMATH Keywords: infinite variance
zbMATH Keywords: unit root tests
zbMATH Keywords: time series regressions with a unit root
zbMATH Keywords: stable processes
zbMATH Keywords: local-to-finite variance
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1963566