Rank tests of unit root hypothesis with infinite variance errors

Journal of Econometrics

Volumn 104, Issue 1, 2001, Pages 49-65

  Hasan, Mohammad N ^a  

^a AMERICAN EXPRESS   (United States)

Author keywords

stable process; Quantile regression; Regression rank score; Unit root tests

Indexed keywords

EID: 0347608194     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00050-1     Document Type: Article

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