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~source:"repec"
~subject:"Dickey Fuller Test"
~type:"book"
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Bensalma, Ahmed
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Simple Fractional
Dickey
Fuller
test
Bensalma, Ahmed
-
Volkswirtschaftliche Fakultät, …
-
2013
the same as in
Dickey-Fuller
test
, exploiting the fact that if the process, under study, is I(d0) then the (-1+d0)th …
Persistent link: https://www.econbiz.de/10011113930
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