On the power of unit root tests against fractional alternatives (Q1327982): Difference between revisions

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+https://doi.org/10.1016/0165-1765(94)90049-3
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+W1969484464
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@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
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@@ Property / Wikidata QID @@
+Q126982952
@@ Property / Wikidata QID: Q126982952 / rank @@
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