Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963): Difference between revisions

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+https://doi.org/10.1007/s10463-006-0060-x
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+W1539592119
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+Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
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+UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
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+Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative
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