Lobato, Ignacio N and Velasco, Carlos <br/><br/>
Optimal Fractional Dickey-Fuller tests 
 J5711  2006 

 -  2006 
 - 492-510  V.  09  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Serial correlation;Long memory;Unit roots;