On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.

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Publication:1852934

DOI10.1016/S0165-1765(02)00146-5zbMath1158.91459MaRDI QIDQ1852934

Luisa Bisaglia, Isabella Procidano

Publication date: 21 January 2003

Published in: Economics Letters (Search for Journal in Brave)




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