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A family of nonparametric unit root tests for processes driven by infinite variance innovations.

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Bibliographic Details
Title: A family of nonparametric unit root tests for processes driven by infinite variance innovations.
Authors: Gogebakan, Kemal Caglar1 (AUTHOR) caglar.gogebakan@bilkent.edu.tr
Source: Studies in Nonlinear Dynamics & Econometrics. Dec2022, Vol. 26 Issue 5, p705-721. 17p.
Database: Mathematics Source
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ISSN:10811826
DOI:10.1515/snde-2021-0058