Unit root tests and dramatic shifts with infinite variance processes
Year of publication: |
2009
|
---|---|
Authors: | Martins, Luis |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 36.2009, 5, p. 547-571
|
Publisher: |
Taylor & Francis Journals |
Subject: | unit root | stable processes | partial sums | limit distributions | empirical size and power |
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