Rank tests of unit root hypothesis with infinite variance errors (Q5944500)
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scientific article; zbMATH DE number 1654540
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| English | Rank tests of unit root hypothesis with infinite variance errors |
scientific article; zbMATH DE number 1654540 |
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Rank tests of unit root hypothesis with infinite variance errors (English)
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16 December 2003
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unit root tests
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\(\alpha\)-stable process
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regression rank score
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quantile regression
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0.8987657427787781
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0.8987657427787781
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0.8681983947753906
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0.8599658012390137
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0.8599658012390137
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