A Fractional Dickey-Fuller Test for Unit Roots

DOI10.1111/1468-0262.00359zbMath1132.91590OpenAlexW2131452098MaRDI QIDQ5475014

Juan J. Dolado, Jesús Gonzalo, Laura Mayoral

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/770

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)

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