Optimal Fractional Dickey-Fuller tests
Lobato, Ignacio N and Velasco, Carlos
Optimal Fractional Dickey-Fuller tests J5711 2006 - 2006 - 492-510 V. 09 Issue. 3
Econometrics
Serial correlation;Long memory;Unit roots;
Optimal Fractional Dickey-Fuller tests J5711 2006 - 2006 - 492-510 V. 09 Issue. 3
Econometrics
Serial correlation;Long memory;Unit roots;