Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors

Nunzio Cappuccio () and Diego Lubian

Annals of the Institute of Statistical Mathematics, 2007, vol. 59, issue 3, 403-423

Keywords: Stable distributions; Unit root tests; Stationarity tests; Asymptotic distributions; Local-to-finite variance; Size distortion (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10463-006-0060-x

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