Pages that link to "Item:Q4471134"
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The following pages link to UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134):
Displaying 11 items.
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)
