On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934)
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scientific article; zbMATH DE number 1856238
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| English | On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. |
scientific article; zbMATH DE number 1856238 |
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On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (English)
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21 January 2003
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Unit root
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Fractional ARIMA processes
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Augmented Dickey--Fuller test
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Bootstrap
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0.8968859314918518
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0.852061927318573
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0.8476814031600952
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0.8460215926170349
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0.8460215926170349
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