On estimation and testing goodness of fit for m-dependent stable sequences
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- repec:ebl:ecbull:v:3:y:2008:i:38:p:1-10 is not listed on IDEAS
- Steve Cook, 2008. "Non-linear unit root testing in the presence of heavy-tailed innovation processes," Economics Bulletin, AccessEcon, vol. 3(38), pages 1-10.
- Deo, Rohit S., 2002. "On testing the adequacy of stable processes under conditional heteroscedasticity," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 257-270, March.
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