SUBSAMPLING THE JOHANSEN TEST WITH STABLE INNOVATIONS (Q2810412)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUBSAMPLING THE JOHANSEN TEST WITH STABLE INNOVATIONS |
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SUBSAMPLING THE JOHANSEN TEST WITH STABLE INNOVATIONS (English)
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1 June 2016
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cointegration
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infinite variance
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stable distribution
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thick tails
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