11

Testing for a unit root under errors with just barely infinite variance

Year:
2008
Language:
english
File:
PDF, 228 KB
english, 2008
12

Cointegration, variance shifts and the limiting distribution of the OLS estimator

Year:
2008
Language:
english
File:
PDF, 140 KB
english, 2008
18

10.1090/s0002-9939-03-06993-4

Year:
2003
Language:
english
File:
PDF, 392 KB
english, 2003
20

-Laplacian

Year:
2002
Language:
english
File:
PDF, 1.91 MB
english, 2002
24

A Note on Bootstrapping Autoregression Under Nonstationary Volatility

Year:
2011
Language:
english
File:
PDF, 208 KB
english, 2011