Optimal Fractional Dickey–Fuller tests (Q3422396)
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scientific article; zbMATH DE number 5125615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Fractional Dickey–Fuller tests |
scientific article; zbMATH DE number 5125615 |
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Optimal Fractional Dickey–Fuller tests (English)
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13 February 2007
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serial correlation
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long memory
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unit roots
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tables
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0.8387249112129211
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0.8150443434715271
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0.7998729348182678
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0.7976365089416504
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0.7878263592720032
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