Optimal Fractional Dickey–Fuller tests (Q3422396): Difference between revisions

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+Inference on the cointegration rank in fractionally integrated processes.
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+Sign tests for long-memory time series
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+A Fractional Dickey-Fuller Test for Unit Roots
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Efficient Tests of Nonstationary Hypotheses
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+Non-stationary log-periodogram regression
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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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