The power of unit root tests under local-to-finite variance errors
type: Item
instance of: scholarly article
title: The power of unit root tests under local-to-finite variance errors
zbMATH Open document ID: 1352.62134
author: Nunzio Cappuccio
author: Diego Lubian
author: Mirko Mistrorigo
published in: Chaos, Solitons and Fractals
publication date: 2016-12-21T00:00:00Z
full work available at URL: http://hdl.handle.net/11577/3099503
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6667464
zbMATH Keywords: unit root tests
zbMATH Keywords: local-to-finite variance data generating process
MaRDI profile type: Publication
OpenAlex ID: W2074876604
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DOI: 10.1016/J.CHAOS.2015.03.012
description: scientific article; zbMATH DE number 6667464