Title of article
On the properties of the Dickey-Pantula test against fractional alternatives
Author/Authors
Juan J. Dolado، نويسنده , , Francesc Marmol، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
6
From page
11
To page
16
Abstract
The 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.
Keywords
Dickey-Pantula test , Nonstationary fractionally integrated processes
Journal title
Economics Letters
Serial Year
1997
Journal title
Economics Letters
Record number
434417
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