Asymptotic inference in time series regressions with a unit root and infinite variance errors-Reference-Cited by-同舟云学术

Asymptotic inference in time series regressions with a unit root and infinite variance errors

Published:2003-09 Issue:1 Volume:116 Page:277-303
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Callegari Francesca,Cappuccio Nunzio,Lubian Diego

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference31 articles.

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