Unit Root Tests and Heavy-Tailed Innovations

Pierre Perron, Eduardo Zorita, Iliyan Georgiev, Paulo Rodrigues and Robert Taylor

Journal of Time Series Analysis, 2017, vol. 38, issue 5, 733-768

Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1111/jtsa.12233 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Unit Root Tests and Heavy-Tailed Innovations (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().