UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1081/ETC-100107000
Reference25 articles.
1. Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
2. Weak Convergence of Sums of Moving Averages in the $\alpha$-Stable Domain of Attraction
3. Weak Convergence to a Matrix Stochastic Integral with Stable Processes
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