✦ LIBER ✦

On the power of the Augmented Dickey–Fuller test against fractional alternatives using bootstrap

✍ Scribed by Luisa Bisaglia; Isabella Procidano

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the power of Dickey-Fuller tests agai

✍ Francis X. Diebold; Glenn D. Rudebusch 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 391 KB

Critical values of the augmented fractio

✍ Peter S. Sephton 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 374 KB

Bootstrapping the augmented Dickey–Fulle

✍ Mantalos, P.; Karagrigoriou, A. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 620 KB

On the properties of the Dickey-Pantula

✍ Juan J. Dolado; Francesc Marmol 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 52 KB

Alternative stratetgies for ‘augmenting’

✍ Dods, Johannah L.; Giles, David E. A. 📂 Article 📅 1995 🏛 Taylor and Francis Group 🌐 English ⚖ 746 KB

Testing for unit roots using the augment

✍ R.I.D. Harris 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 399 KB