Testing for a unit root under errors with just barely infinite variance (Q3552865)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root under errors with just barely infinite variance |
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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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