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Latest revision as of 20:13, 3 June 2024

scientific article; zbMATH DE number 1654540
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English
Rank tests of unit root hypothesis with infinite variance errors
scientific article; zbMATH DE number 1654540

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    Rank tests of unit root hypothesis with infinite variance errors (English)
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    16 December 2003
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    unit root tests
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    \(\alpha\)-stable process
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    regression rank score
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    quantile regression
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