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A bootstrap approximation to a unit root test statistic for heavy-tailed observations

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References

2000Stable Paretian Models in Finance718 cited
1998A Primer on Unit Root Testing275 cited
2003Residual-Based Block Bootstrap for Unit Root Testing149 cited

Cited by

2003ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS66 cited
2012Bootstrap testing multiple changes in persistence for a heavy-tailed sequence25 cited
2009A Note on Unit Root Tests with Infinite Variance Noise22 cited
2018UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS22 cited
2004Subsampling Unit Root Tests for Heavy-Tailed Observations20 cited
2011Unit root bootstrap tests under infinite variance13 cited
2016Detection and estimation of structural change in heavy-tailed sequence9 cited

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