Rank tests of unit root hypothesis with infinite variance errors (Q5944500): Difference between revisions
From MaRDI portal
Latest revision as of 20:13, 3 June 2024
scientific article; zbMATH DE number 1654540
Language | Label | Description | Also known as |
---|---|---|---|
English | Rank tests of unit root hypothesis with infinite variance errors |
scientific article; zbMATH DE number 1654540 |
Statements
Rank tests of unit root hypothesis with infinite variance errors (English)
0 references
16 December 2003
0 references
unit root tests
0 references
\(\alpha\)-stable process
0 references
regression rank score
0 references
quantile regression
0 references
0 references
0 references