A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series
Year of publication: |
2014
|
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Authors: | Rodriguez, Gabriel ; Ramirez, Dionisio |
Published in: |
Revista Economía. - Departamento de Economía. - Vol. 37.2014, 73, p. 113-132
|
Publisher: |
Departamento de Economía |
Subject: | additive outliers | ARFIMA erros | ADF Test |
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