Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77335 
Authors: 
Year of Publication: 
1997
Series/Report no.: 
Technical Report No. 1997,06
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
This note shows that the Augmented Dickey-Fuller test is consistent against fractional alternatives if the order of the autoregression does not tend to infinity too fast.
Subjects: 
Dickey-Fuller Test
fractional alternatives
JEL: 
C12
Document Type: 
Working Paper

Files in This Item:
File
Size
59.04 kB
102.46 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.