Title of article
Asymptotic inference in time series regressions with a unit root and infinite variance errors
Author/Authors
Francesca Callegari، نويسنده , , Nunzio Cappuccio، نويسنده , , Diego Lubian، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
27
From page
277
To page
303
Keywords
In&nite variance , Unit root tests , Time series regressions with a unit root , Stable processes , Local-to-&nite variance
Journal title
Journal of Statistical Planning and Inference
Serial Year
2003
Journal title
Journal of Statistical Planning and Inference
Record number
219574
Link To Document