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Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance.

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Bibliographic Details
Title: Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance.
Authors: Fu, Ke-Ang1 (AUTHOR), Li, Jie2 (AUTHOR), Yang, Xiao-Rong1 (AUTHOR) yangxr110@gmail.com
Source: Communications in Statistics: Theory & Methods. 2016, Vol. 45 Issue 11, p3158-3167. 10p.
Database: Mathematics Source
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ISSN:03610926
DOI:10.1080/03610926.2014.901362