New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136): Difference between revisions

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Latest revision as of 11:30, 29 May 2024

scientific article
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New tests for unit roots in autoregressive processes with possibly infinite variance errors
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    New tests for unit roots in autoregressive processes with possibly infinite variance errors (English)
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    30 January 2000
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    infinite variance error
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    M-estimation
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    unit root test
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