On the properties of the Dickey-Pantula test against fractional alternatives

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dc.contributor.author Dolado, Juan José
dc.contributor.author Mármol, Francesc
dc.date.accessioned 2009-01-28T17:05:38Z
dc.date.available 2009-01-28T17:05:38Z
dc.date.issued 1997-11
dc.identifier.bibliographicCitation Economics Letters, 1997, 57, 1, p. 11-17
dc.identifier.issn 0165-1765
dc.identifier.uri http://hdl.handle.net/10016/3273
dc.description.abstract The limit properties of the testing sequence underlying the Dickey-Pantula test for a double unit root in a time series are derived when the true data generating process is assumed to be nonstationary fractionally integrated.
dc.format.mimetype text/plain
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Elsevier
dc.rights © Elsevier
dc.subject.other Dickey-Pantula test
dc.subject.other Nonstationary fractionally integrated processes
dc.title On the properties of the Dickey-Pantula test against fractional alternatives
dc.type article
dc.type.review PeerReviewed
dc.description.status Publicado
dc.relation.publisherversion http://dx.doi.org/10.1016/S0165-1765(97)81873-3
dc.subject.jel C12
dc.subject.jel C15
dc.subject.jel C22
dc.subject.eciencia Economía
dc.identifier.doi 10.1016/S0165-1765(97)81873-3
dc.rights.accessRights openAccess
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