A fractional Dickey-Fuller test for unit roots
Year of publication: |
2002
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Authors: | Dolado, Juan J. ; Gonzalo, Jesús ; Mayoral, Laura |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 5, p. 1963-2006
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Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
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