On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Luisa Bisaglia; Isabella Procidano
| Year of publication: |
2002
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|---|---|
| Authors: | Bisaglia, Luisa ; Procidano, Isabella |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 77.2002, 3, p. 343-347
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| Subject: | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001711498