UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358)
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| Language | Label | Description | Also known as |
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| English | UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS |
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UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (English)
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1 June 2016
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augmented Dickey-Fuller tests
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Lindeberg condition
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martingale invariance principle
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self-normalized sums
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