Testing for a unit root under errors with just barely infinite variance (Q3552865)
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scientific article; zbMATH DE number 5697522
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| English | Testing for a unit root under errors with just barely infinite variance |
scientific article; zbMATH DE number 5697522 |
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Testing for a unit root under errors with just barely infinite variance (English)
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22 April 2010
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infinite variance errors
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invariance principle
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IGARCH
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robust test statistics
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0.8663164
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0.8595226
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0.8570734
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0.8554088
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0.8547622
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0.8540912
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