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

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Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
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Property / cites work: Q4124141 / rank
 
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Property / cites work: Testing for a unit root in time series regression / rank
 
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Property / cites work: Asymptotics for linear processes / rank
 
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Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank
 
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Property / cites work: The Fractional Unit Root Distribution / rank
 
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On the power of unit root tests against fractional alternatives
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