Unit root tests using semi-parametric estimators of the long-memory parameter (Q5485072)
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scientific article; zbMATH DE number 5050374
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| English | Unit root tests using semi-parametric estimators of the long-memory parameter |
scientific article; zbMATH DE number 5050374 |
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Unit root tests using semi-parametric estimators of the long-memory parameter (English)
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28 August 2006
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long memory
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semi-parametric estimators
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bootstrap
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ADF test
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prices of soy grain and soy flour
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0.8045676946640015
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0.8037506937980652
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0.7904129028320312
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0.7850097417831421
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