On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
| Year of publication: |
2002
|
|---|---|
| Authors: | Bisaglia, Luisa ; Procidano, Isabella |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 77.2002, 3, p. 343-347
|
| Publisher: |
Elsevier |