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. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 4, p. 314-334
|
Publisher: |
Taylor & Francis Journals |
Subject: | Infinite variance | M-estimators | Stable laws | Unit roots |
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