Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors
| Year of publication: |
2007
|
|---|---|
| Authors: | Cappuccio, Nunzio ; Lubian, Diego |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 3, p. 403-423
|
| Publisher: |
Springer |
| Subject: | Stable distributions | Unit root tests | Stationarity tests | Asymptotic distributions | Local-to-finite variance | Size distortion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616446