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On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa; Procidano, Isabella - In: Economics letters 77 (2002) 3, pp. 343-347
Persistent link: https://www.econbiz.de/10001711498
Cover Image
On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa; Procidano, Isabella - In: Economics letters 77 (2002) 3, pp. 343-348
Persistent link: https://www.econbiz.de/10006765983