The impact of fat-tailed distributions on some leading unit roots tests

Author: K. D. Patterson  

Publisher: Taylor & Francis Ltd

ISSN: 1360-0532

Source: Journal of Applied Statistics, Vol.30, Iss.6, 2003-07, pp. : 635-667

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract