A note on the size of the ADF test with additive outliers and fractional errors : a reappraisal about the (non)stationarity of the Latin-American inflation series
Gabriel Rodríguez, Dionisio Ramirez
| Alternative title: | Una nota sobre el tamaño del Test ADF con outliers aditivos y errores fraccionales |
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| Year of publication: |
enero-junio 2014
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| Authors: | Rodriguez, Gabriel ; Ramirez, Dionisio |
| Published in: |
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú. - Lima : [Verlag nicht ermittelbar], ISSN 0254-4415, ZDB-ID 860820-9. - Vol. 37.2014, p. 113-132
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| Subject: | additive outliers | ARFIMA erros | ADF Test | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Inflation | Lateinamerika | Latin America | Schätztheorie | Estimation theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011554055