Optimal Fractional Dickey–Fuller tests (Q3422396)

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Optimal Fractional Dickey–Fuller tests
scientific article

    Statements

    title
    Optimal Fractional Dickey–Fuller tests (English)
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    author
    Ignacio N. Lobato
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    Carlos Velasco
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    publication date
    13 February 2007
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    zbMATH Keywords
    serial correlation
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    long memory
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    unit roots
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    tables
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    Identifiers

    zbMATH DE Number
    5125615
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