On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369)
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scientific article; zbMATH DE number 1189670
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| English | On the properties of the Dickey-Pantula test against fractional alternatives |
scientific article; zbMATH DE number 1189670 |
Statements
On the properties of the Dickey-Pantula test against fractional alternatives (English)
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13 August 1998
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Dickey-Pantula test
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nonstationary fractionally integrated processes
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0.8306301236152649
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0.8071959018707275
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0.8023619055747986
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0.8022332787513733
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