New tests for unit roots in autoregressive processes with possibly infinite variance errors

Statistics and Probability Letters

Volumn 44, Issue 4, 1999, Pages 387-397

  Shin, Dong Wan ^a   So, Beong Soo ^a  

^a Ewha Womans University   (South Korea)

Author keywords

Infinite variance error; M estimation; Unit root test

Indexed keywords

EID: 0033211652     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00031-0     Document Type: Article

References (24)

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