Unit root bootstrap tests under infinite variance Articles uri icon

publication date

  • January 2012

start page

  • 32

end page

  • 47

issue

  • 1

volume

  • 33

international standard serial number (ISSN)

  • 0143-9782

electronic international standard serial number (EISSN)

  • 1467-9892

abstract

keywords

  • unit root; m-estimators; bootstrap; stable laws