Tests for cointegration with infinite variance errors
نویسندگان
چکیده
منابع مشابه
Weighted Quantile Regression for AR model with Infinite Variance Errors.
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1998
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(97)00112-7