RT Generic
T1 On the properties of the Dickey-Pantula test against fractional alternatives
A1 Dolado, Juan José
A1 Mármol, Francesc
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB 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.
YR 1997
FD 1997-02
LK https://hdl.handle.net/10016/4549
UL https://hdl.handle.net/10016/4549
LA eng
DS e-Archivo
RD 19 may. 2024