• Title of article

    New tests for unit roots in autoregressive processes with possibly infinite variance errors

  • Author/Authors

    Dong Wan Shin، نويسنده , , Beong-Soo So، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 1999
  • Pages
    11
  • From page
    387
  • To page
    397
  • Keywords
    Unit root test , M-estimation , In nite variance error
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    1999
  • Journal title
    Statistics and Probability Letters
  • Record number

    139213