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Testing for a unit root under errors with just barely infinite variance

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Author Info
Nikolaos Kourogenis
Nikitas Pittis

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Abstract

This article investigates the problem of testing for a unit root in the case that the error, {u_t}, of the model is a strictly stationary, mixing process with just barely infinite variance. Such errors have the property that for every &dgr; such that 0 <= &dgr; < 2, the moments E|u_t|-super-&dgr; are finite. Under some additional restrictions on the rate of decay of the mixing rates, these errors belong to the domain of the non-normal attraction of the normal law and obey the invariance principle. This in turn implies that there might be conditions under which the usual Phillips-type test statistics for unit roots may still converge to the corresponding Dickey-Fuller distributions. In such a case, the unit-root hypothesis can be tested within an infinite-variance framework without any modifications to either the tests themselves or the critical values employed. This article derives a necessary and sufficient condition for convergence of the standard test statistics to the Dickey-Fuller distributions. By means of Monte Carlo simulations, the article also shows that this condition is likely to hold in the case that {u_t} is a serially correlated, integrated generalized autoregressive conditionally heteroskedastic (IGARCH) process and the standard unit-root tests work well. Copyright 2008 The Authors. Journal compilation 2008 Blackwell Publishing Ltd

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2008.00596.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Time Series Analysis.

Volume (Year): 29 (2008)
Issue (Month): 6 (November)
Pages: 1066-1087
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jtsera:v:29:y:2008:i:6:p:1066-1087

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0143-9782

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