Testing stationarity of AR(1) process with symmetric stable disturbance

Michal Greszta

No 217, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: unit roots test; stable distribution (search for similar items in EconPapers)
JEL-codes: C12 C15 C16 (search for similar items in EconPapers)
Date: 2003-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:217

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