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
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
Journal title :
Journal of Statistical Planning and Inference
