Unit Root Tests and Heavy-Tailed Innovations

Journal of Time Series Analysis - United States
doi 10.1111/jtsa.12233
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Unit Root Tests for Heavy Tailed Observations With a Change Point in Scale Volatility.

International Journal of Advanced Research
2017English

Panel Unit Root Tests and Spatial Dependence

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2007English

Semi-Parametric Seasonal Unit Root Tests

Econometric Theory
EconomicsEconometricsSocial Sciences
2017English

Regression-Based Seasonal Unit Root Tests

Econometric Theory
EconomicsEconometricsSocial Sciences
2009English

Truncated Product Methods for Panel Unit Root Tests*

Oxford Bulletin of Economics and Statistics
EconomicsProbabilityUncertaintyEconometricsStatisticsSocial Sciences
2012English

Seasonal Unit Root Tests With Seasonal Mean Shifts

Economics Letters
EconomicsFinanceEconometrics
2002English

Properties of Recursive Trend-Adjusted Unit Root Tests

Economics Letters
EconomicsFinanceEconometrics
2006English

Heavy-Tailed Densities

Wiley Interdisciplinary Reviews: Computational Statistics
StatisticsProbability
2012English

Heavy-Tailed Distributions and Rating

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
2001English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy