A note on unit root tests with infinite variance noise
Year of publication: |
2009
|
---|---|
Authors: | Samarakoon, D. M. Mahinda ; Knight, Keith |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 4, p. 314-334
|
Subject: | Einheitswurzeltest | Unit root test | Varianzanalyse | Analysis of variance | Theorie | Theory |
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