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

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 161009292
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A family of nonparametric unit root tests for processes driven by infinite variance innovations.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Gogebakan%2C+Kemal+Caglar%22">Gogebakan, Kemal Caglar</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> caglar.gogebakan@bilkent.edu.tr</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Studies+in+Nonlinear+Dynamics+%26+Econometrics%22">Studies in Nonlinear Dynamics & Econometrics</searchLink>. Dec2022, Vol. 26 Issue 5, p705-721. 17p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=161009292
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1515/snde-2021-0058
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 17
        StartPage: 705
    Titles:
      – TitleFull: A family of nonparametric unit root tests for processes driven by infinite variance innovations.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Gogebakan, Kemal Caglar
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 12
              Text: Dec2022
              Type: published
              Y: 2022
          Identifiers:
            – Type: issn-print
              Value: 10811826
          Numbering:
            – Type: volume
              Value: 26
            – Type: issue
              Value: 5
          Titles:
            – TitleFull: Studies in Nonlinear Dynamics & Econometrics
              Type: main
ResultId 1