Simple Fractional Dickey Fuller test
Year of publication: |
2013-07-24
|
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Authors: | Bensalma, Ahmed |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Fractional integration | Fractional unit root | Dickey Fuller Test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C2 - Econometric Methods: Single Equation Models ; C22 - Time-Series Models |
Source: |
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