Dolado, Juan JoséMármol, FrancescUniversidad Carlos III de Madrid. Departamento de Estadística2009-06-302009-06-301997-02https://hdl.handle.net/10016/4549The 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.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaDickey-Pantula testFractionally integrated processesworking paperEstadísticaopen access