Pages that link to "Item:Q5944500"
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The following pages link to Rank tests of unit root hypothesis with infinite variance errors (Q5944500):
Displaying 7 items.
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)