Exploiting Infinite Variance Through Dummy Variables in Nonstationary Autoregressions

AuthID
P-008-H00
2
Author(s)
Document Type
Article
Year published
2013
Published
in ECONOMETRIC THEORY, ISSN: 0266-4666
Volume: 29, Issue: 6, Pages: 1162-1195 (34)
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SCOPUS: 2-s2.0-84887869007
Wos: WOS:000330365700002
Source Identifiers
ISSN: 0266-4666
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