Unit root bootstrap tests under infinite variance Articles

authors

MORENO WARLETA, MARTA
ROMO URROZ, JUAN

published in

JOURNAL OF TIME SERIES ANALYSIS Journal

publication date

January 2012

start page

32

end page

47

issue

1

volume

33

Digital Object Identifier (DOI)

https://doi.org/10.1111/j.1467-9892.2011.00737.x

International Standard Serial Number (ISSN)

0143-9782

Electronic International Standard Serial Number (EISSN)

1467-9892

keywords

unit root; m-estimators; bootstrap; stable laws