Franco, G.C.; Reisen, V.A.; Alves, F.A. - In: Mathematics and Computers in Simulation (MATCOM) 87 (2013) C, pp. 19-29
There are few methods in the literature to test for integration and cointegration in the traditional framework, i.e. using the I(0)–I(1) paradigm. In the first case, the most known are the Dickey–Fuller (DF), the Augmented Dickey–Fuller (ADF) and the Phillips–Perron (PP) tests, while in...