A family of nonparametric unit root tests for processes driven by infinite variance innovations

DOI10.1515/snde-2021-0058OpenAlexW3210615053MaRDI QIDQ6039111

Kemal Çağlar Göğebakan

Publication date: 3 May 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/77657

zbMATH Keywords

unit root testnonparametric testheavy tailed innovationinfinite variance distribution

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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