Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136)
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scientific article; zbMATH DE number 1963566
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| English | Asymptotic inference in time series regressions with a unit root and infinite variance errors |
scientific article; zbMATH DE number 1963566 |
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Asymptotic inference in time series regressions with a unit root and infinite variance errors (English)
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13 August 2003
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infinite variance
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unit root tests
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time series regressions with a unit root
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stable processes
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local-to-finite variance
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0.8798356652259827
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0.8590856790542603
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0.8372156620025635
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0.82659512758255
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