Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric Theory 27 (2011) 05, pp. 1083-1116
This paper proposes bootstrap assisted specification tests for the autoregressive fractionally integrated moving average model based on the Bartlett <italic>T</italic>-process with estimated parameters whose limiting distribution under the null depends on the estimated model and the estimation method employed....
