• Title of article

    Fractional integration and the augmented Dickey–Fuller Test

  • Author/Authors

    Walter Kramer، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    4
  • From page
    269
  • To page
    272
  • Abstract
    This note shows that the Augmented Dickey–Fuller test is consistent against fractional alternatives if the order of the autoregression does not tend to infinity too fast.
  • Keywords
    Dickey–Fuller test , Fractional alternatives
  • Journal title
    Economics Letters
  • Serial Year
    1998
  • Journal title
    Economics Letters
  • Record number

    434674

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434674