Unit Root Tests and Heavy‐Tailed Innovations (Q5357988)

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scientific article; zbMATH DE number 6775927
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Unit Root Tests and Heavy‐Tailed Innovations
scientific article; zbMATH DE number 6775927

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    Unit Root Tests and Heavy‐Tailed Innovations (English)
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    18 September 2017
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    infinite variance
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    \(\alpha\)-stable distribution
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    Eicker-White standard errors
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    asymptotic local power functions
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